+74.7%
IWD vs NYT
+38.8%
+35.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -0.8% | +4.6% | -5.4% | -1.7% |
| 3M | +6.9% | -9.6% | +16.5% | +8.6% |
| 6M | +18.3% | -14.0% | +32.3% | +21.0% |
| YTD | +22.4% | -2.8% | +25.2% | +21.7% |
| 1Y | +27.4% | +15.6% | +11.8% | +21.8% |
| 3Y | +71.2% | +56.3% | +14.8% | +50.1% |
| All | +74.7% | +38.8% | +35.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling