+292.5%
LOW vs IWD
+202.4%
+90.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +0.1% | +1.7% | -1.6% | -1.7% |
| 30D | +21.3% | +3.2% | +18.1% | +17.4% |
| 3M | +6.0% | +2.3% | +3.7% | +3.6% |
| 6M | +2.6% | +12.9% | -10.4% | -10.0% |
| YTD | -3.6% | +26.2% | -29.8% | -24.8% |
| 1Y | -1.0% | +28.3% | -29.2% | -24.1% |
| 3Y | +24.2% | +84.4% | -60.2% | -35.8% |
| 5Y | +6.3% | +73.0% | -66.6% | -40.8% |
| All | +292.5% | +202.4% | +90.2% | +11.5% |
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