+84.5%
IWD vs S
+42.2%
+42.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.1% |
| 7D | +1.7% | +4.1% | -2.4% | +1.3% |
| 30D | +3.2% | -7.2% | +10.4% | +3.7% |
| 3M | +2.3% | 0.0% | +2.3% | +1.8% |
| 6M | +12.9% | +41.6% | -28.7% | +8.3% |
| YTD | +26.2% | +48.6% | -22.4% | +19.9% |
| 1Y | +28.3% | +30.0% | -1.8% | +23.4% |
| All | +84.5% | +42.2% | +42.3% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling