+2,851.9%
LOW vs IWD
+745.7%
+2,106.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.7% | +1.6% | +7.1% | +7.0% |
| 30D | +25.5% | +3.6% | +21.9% | +21.2% |
| 3M | +6.6% | +2.0% | +4.6% | +4.6% |
| 6M | +2.4% | +13.1% | -10.6% | -9.6% |
| YTD | -1.7% | +26.2% | -27.9% | -22.4% |
| 1Y | +1.7% | +29.6% | -27.9% | -21.9% |
| 3Y | +26.6% | +84.3% | -57.7% | -32.4% |
| 5Y | +10.1% | +73.4% | -63.3% | -37.0% |
| 10Y | +303.3% | +202.4% | +100.8% | +32.4% |
| All | +2,851.9% | +745.7% | +2,106.3% | +225.3% |
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