+313.3%
LOW vs IWD
+212.1%
+101.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +1.2% |
| 7D | +6.4% | +1.3% | +5.1% | +5.1% |
| 30D | +25.6% | +3.6% | +22.0% | +21.1% |
| 3M | +4.6% | +2.3% | +2.2% | +2.2% |
| 6M | +2.5% | +13.0% | -10.5% | -10.1% |
| YTD | -1.6% | +26.2% | -27.8% | -23.3% |
| 1Y | +1.7% | +30.5% | -28.7% | -23.4% |
| 3Y | +29.4% | +86.2% | -56.8% | -33.8% |
| 5Y | +9.6% | +72.9% | -63.3% | -38.9% |
| 10Y | +313.3% | +205.0% | +108.3% | +14.7% |
| All | +313.3% | +212.1% | +101.3% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling