+749.4%
IWD vs WY
+174.3%
+575.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.6% | -5.1% | +4.5% | +1.6% |
| 30D | +3.6% | +9.0% | -5.4% | -0.3% |
| 3M | +2.7% | -16.7% | +19.4% | +10.1% |
| 6M | +13.2% | -10.3% | +23.5% | +17.1% |
| YTD | +26.8% | -10.5% | +37.3% | +30.5% |
| 1Y | +29.3% | -5.9% | +35.1% | +30.1% |
| 3Y | +85.1% | -24.7% | +109.9% | +100.6% |
| 5Y | +74.2% | -31.5% | +105.7% | +93.5% |
| 10Y | +204.6% | +4.7% | +199.9% | +157.6% |
| All | +749.4% | +174.3% | +575.1% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling