+144.9%
IWD vs NTR
+97.9%
+46.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -0.8% | +16.8% | -17.6% | -5.1% |
| 3M | +6.9% | +20.7% | -13.8% | +1.0% |
| 6M | +18.3% | +0.5% | +17.7% | +17.0% |
| YTD | +22.4% | +29.2% | -6.8% | +11.8% |
| 1Y | +27.4% | +39.6% | -12.2% | +13.2% |
| 3Y | +71.2% | +37.9% | +33.3% | +49.6% |
| 5Y | +75.7% | +47.1% | +28.6% | +36.9% |
| All | +144.9% | +97.9% | +46.9% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling