+415.4%
MAR vs IWD
+195.2%
+220.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.3% |
| 7D | -1.7% | -0.2% | -1.6% | -1.5% |
| 30D | -6.9% | -0.8% | -6.1% | -6.0% |
| 3M | -15.8% | +8.0% | -23.9% | -23.5% |
| 6M | +1.9% | +18.2% | -16.2% | -16.7% |
| YTD | +6.6% | +22.3% | -15.7% | -16.5% |
| 1Y | +23.7% | +28.9% | -5.2% | -8.9% |
| 3Y | +64.6% | +71.5% | -6.9% | -13.1% |
| 5Y | +156.4% | +73.6% | +82.8% | +35.0% |
| 10Y | +415.4% | +194.7% | +220.7% | +60.6% |
| All | +415.4% | +195.2% | +220.2% | +60.6% |
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