+81.7%
KO vs IWD
+72.9%
+8.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | +0.8% | -1.6% | +2.4% | +1.5% |
| 3M | +8.3% | +7.0% | +1.3% | +5.1% |
| 6M | +14.0% | +17.0% | -2.9% | +6.0% |
| YTD | +26.9% | +21.6% | +5.3% | +15.7% |
| 1Y | +32.7% | +28.0% | +4.7% | +17.8% |
| 3Y | +63.9% | +70.6% | -6.6% | +23.1% |
| 5Y | +81.7% | +73.3% | +8.4% | +33.6% |
| All | +81.7% | +72.9% | +8.8% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 5y: compounded portfolio wealth divided by compounded IWD 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…
5y analysis · Full analysis span regression · 6 months rolling