+78.8%
IWD vs S
-56.8%
+135.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.3% | -7.7% | +7.4% | +0.4% |
| 30D | +0.6% | -5.3% | +5.9% | +0.9% |
| 3M | +7.2% | +20.3% | -13.0% | +5.2% |
| 6M | +16.2% | +47.4% | -31.2% | +11.5% |
| YTD | +23.3% | +32.5% | -9.2% | +19.3% |
| 1Y | +29.6% | +9.5% | +20.0% | +27.2% |
| 3Y | +70.5% | +15.5% | +54.9% | +63.6% |
| 5Y | +73.5% | -71.2% | +144.7% | +71.2% |
| All | +78.8% | -56.8% | +135.6% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling