+69.3%
IWD vs S
-67.4%
+136.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -0.5% | -13.4% | +13.0% | +0.8% |
| 30D | +2.7% | -14.0% | +16.6% | +3.9% |
| 3M | +0.9% | +4.9% | -4.0% | -0.1% |
| 6M | +10.5% | +42.0% | -31.5% | +6.1% |
| YTD | +23.7% | +45.1% | -21.4% | +17.9% |
| 1Y | +28.7% | +33.1% | -4.3% | +23.6% |
| 3Y | +79.7% | +40.6% | +39.1% | +68.2% |
| All | +69.3% | -67.4% | +136.7% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling