-24.7%
LOW vs IWD
+28.3%
-53.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -0.6% | -1.2% | +0.6% | +0.8% |
| 30D | -9.3% | -1.6% | -7.6% | -7.4% |
| 3M | -8.1% | +7.0% | -15.1% | -14.8% |
| 6M | -19.8% | +17.0% | -36.7% | -33.3% |
| YTD | -16.4% | +21.6% | -38.0% | -33.0% |
| 1Y | -24.7% | +28.0% | -52.7% | -42.8% |
| All | -24.7% | +28.3% | -53.0% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling