+32.8%
IWD vs NTRS
+43.5%
-10.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.9% |
| 7D | +2.5% | +3.6% | -1.0% | +1.7% |
| 30D | +6.0% | +4.3% | +1.7% | +4.9% |
| 3M | +3.8% | -1.9% | +5.7% | +4.1% |
| 6M | +16.3% | +11.4% | +4.9% | +12.8% |
| YTD | +27.5% | +32.3% | -4.8% | +15.7% |
| 1Y | +32.8% | +42.5% | -9.7% | +17.0% |
| All | +32.8% | +43.5% | -10.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling