+715.1%
IWD vs NYT
+139.0%
+576.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -1.6% | +2.8% | -4.4% | -2.4% |
| 3M | +7.0% | -9.2% | +16.2% | +9.1% |
| 6M | +17.0% | -17.1% | +34.1% | +21.7% |
| YTD | +21.6% | -3.2% | +24.9% | +21.2% |
| 1Y | +28.0% | +15.7% | +12.3% | +21.5% |
| 3Y | +70.6% | +55.7% | +14.8% | +47.2% |
| 5Y | +73.3% | +39.4% | +34.0% | +50.2% |
| 10Y | +200.5% | +485.6% | -285.1% | +67.0% |
| All | +715.1% | +139.0% | +576.1% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling