+201.0%
IWD vs WY
+3.3%
+197.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.7% | -5.4% | +7.1% | +3.9% |
| 30D | +3.2% | +7.9% | -4.6% | 0.0% |
| 3M | +2.3% | -16.6% | +18.9% | +9.3% |
| 6M | +12.9% | -11.2% | +24.1% | +17.1% |
| YTD | +26.2% | -11.3% | +37.6% | +30.2% |
| 1Y | +28.3% | -5.5% | +33.8% | +28.8% |
| 3Y | +84.4% | -25.4% | +109.8% | +99.9% |
| 5Y | +73.0% | -32.4% | +105.3% | +92.4% |
| All | +201.0% | +3.3% | +197.8% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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