+82.9%
IWD vs S
-48.9%
+131.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +1.3% |
| 7D | +1.3% | +1.6% | -0.3% | +1.1% |
| 30D | +3.6% | -10.5% | +14.0% | +4.4% |
| 3M | +2.3% | +9.9% | -7.6% | +1.0% |
| 6M | +13.0% | +41.8% | -28.7% | +8.9% |
| YTD | +26.2% | +56.8% | -30.6% | +20.0% |
| 1Y | +30.5% | +39.0% | -8.5% | +25.2% |
| 3Y | +86.2% | +53.8% | +32.4% | +74.2% |
| 5Y | +72.9% | -68.6% | +141.5% | +68.3% |
| All | +82.9% | -48.9% | +131.8% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling