+747.8%
IWD vs WY
+176.4%
+571.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +3.6% | +10.1% | -6.5% | -0.8% |
| 3M | +2.2% | -15.4% | +17.5% | +8.8% |
| 6M | +13.0% | -8.3% | +21.3% | +15.8% |
| YTD | +26.5% | -9.8% | +36.3% | +29.8% |
| 1Y | +30.1% | -3.9% | +34.0% | +29.8% |
| 3Y | +84.9% | -23.3% | +108.2% | +98.8% |
| 5Y | +73.4% | -31.2% | +104.6% | +92.2% |
| 10Y | +204.0% | +5.5% | +198.5% | +156.3% |
| All | +747.8% | +176.4% | +571.4% | +326.8% |
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