-9.1%
LOW vs IWD
+69.9%
-79.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -0.6% | -1.2% | +0.6% | +0.7% |
| 30D | -9.3% | -1.6% | -7.6% | -7.6% |
| 3M | -8.1% | +7.0% | -15.1% | -14.5% |
| 6M | -19.8% | +17.0% | -36.7% | -32.3% |
| YTD | -16.4% | +21.6% | -38.0% | -32.3% |
| 1Y | -24.7% | +28.0% | -52.7% | -42.3% |
| All | -9.1% | +69.9% | -79.0% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling