+144.8%
IWD vs NTR
+103.6%
+41.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -0.2% | +3.8% | -4.0% | -1.2% |
| 30D | -0.8% | +25.2% | -26.0% | -6.9% |
| 3M | +8.0% | +21.0% | -13.0% | +2.0% |
| 6M | +18.2% | +7.6% | +10.6% | +14.6% |
| YTD | +22.3% | +32.9% | -10.5% | +10.9% |
| 1Y | +28.9% | +43.1% | -14.2% | +13.7% |
| 3Y | +71.5% | +41.6% | +29.9% | +48.9% |
| 5Y | +73.6% | +54.8% | +18.8% | +32.8% |
| All | +144.8% | +103.6% | +41.3% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling