+237.5%
LOW vs IWD
+196.7%
+40.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.9% |
| 7D | +0.4% | -0.2% | +0.5% | +0.5% |
| 30D | -10.1% | -0.8% | -9.3% | -9.3% |
| 3M | -2.9% | +8.0% | -10.9% | -10.5% |
| 6M | -19.4% | +18.2% | -37.6% | -32.6% |
| YTD | -15.4% | +22.3% | -37.8% | -31.8% |
| 1Y | -24.9% | +28.9% | -53.8% | -42.9% |
| 3Y | -7.8% | +71.5% | -79.4% | -48.4% |
| 5Y | +8.4% | +73.6% | -65.2% | -39.9% |
| All | +237.5% | +196.7% | +40.8% | +6.3% |
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