+2,486.4%
LOW vs IWD
+726.5%
+1,759.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +2.0% |
| 7D | -1.7% | -0.3% | -1.5% | -1.5% |
| 30D | -7.0% | +0.6% | -7.6% | -7.6% |
| 3M | -0.9% | +7.2% | -8.1% | -7.7% |
| 6M | -20.1% | +16.2% | -36.3% | -31.4% |
| YTD | -13.9% | +23.3% | -37.2% | -30.5% |
| 1Y | -21.1% | +29.6% | -50.7% | -39.6% |
| 3Y | -6.6% | +70.5% | -77.1% | -46.0% |
| 5Y | +9.4% | +73.5% | -64.1% | -37.6% |
| 10Y | +220.5% | +198.3% | +22.2% | +6.5% |
| All | +2,486.4% | +726.5% | +1,759.9% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling