+719.9%
IWD vs NTRS
+421.4%
+298.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.4% |
| 30D | -0.8% | -0.7% | -0.2% | -0.6% |
| 3M | +6.9% | +11.3% | -4.4% | +1.8% |
| 6M | +18.3% | +35.5% | -17.2% | +3.0% |
| YTD | +22.4% | +40.6% | -18.2% | +4.4% |
| 1Y | +27.4% | +49.2% | -21.8% | +5.7% |
| 3Y | +71.2% | +167.2% | -96.1% | +7.4% |
| 5Y | +75.7% | +94.9% | -19.2% | +22.6% |
| 10Y | +202.3% | +259.5% | -57.2% | +53.2% |
| All | +719.9% | +421.4% | +298.5% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling