+643.2%
LYB vs IWD
+482.2%
+161.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.7% |
| 30D | +9.5% | -0.8% | +10.3% | +10.5% |
| 3M | +1.3% | +8.0% | -6.8% | -10.0% |
| 6M | -1.7% | +18.2% | -19.9% | -24.5% |
| YTD | +54.1% | +22.3% | +31.8% | +12.9% |
| 1Y | +25.7% | +28.9% | -3.2% | -14.4% |
| 3Y | -20.9% | +71.5% | -92.5% | -64.0% |
| 5Y | -1.5% | +73.6% | -75.1% | -56.2% |
| 10Y | +45.0% | +194.7% | -149.7% | -67.6% |
| All | +643.2% | +482.2% | +161.1% | -30.4% |
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