+498.8%
MAR vs IWD
+203.0%
+295.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +1.6% | +2.3% | -0.7% | -1.1% |
| 30D | +13.8% | +3.6% | +10.2% | +9.0% |
| 3M | +20.3% | +2.2% | +18.1% | +17.1% |
| 6M | +21.3% | +13.0% | +8.4% | +4.3% |
| YTD | +37.2% | +26.5% | +10.7% | +3.1% |
| 1Y | +48.4% | +30.1% | +18.3% | +7.9% |
| 3Y | +120.1% | +84.9% | +35.3% | +6.2% |
| 5Y | +182.1% | +73.4% | +108.7% | +48.5% |
| All | +498.8% | +203.0% | +295.8% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling