+726.5%
IWD vs WY
+205.8%
+520.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -0.3% | -1.7% | +1.5% | +0.4% |
| 30D | +0.6% | -10.1% | +10.7% | +5.0% |
| 3M | +7.2% | -5.1% | +12.4% | +9.0% |
| 6M | +16.2% | -4.8% | +21.0% | +17.6% |
| YTD | +23.3% | -0.2% | +23.6% | +22.0% |
| 1Y | +29.6% | -6.6% | +36.2% | +31.3% |
| 3Y | +70.5% | -22.7% | +93.2% | +83.6% |
| 5Y | +73.5% | -22.2% | +95.7% | +83.0% |
| 10Y | +198.3% | +7.3% | +191.0% | +150.8% |
| All | +726.5% | +205.8% | +520.7% | +301.1% |
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