+48.7%
MAR vs IWD
+29.9%
+18.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | +2.9% | +1.6% | +1.3% | +1.2% |
| 30D | +17.0% | +3.6% | +13.5% | +12.8% |
| 3M | +23.2% | +2.0% | +21.1% | +20.6% |
| 6M | +21.7% | +13.1% | +8.7% | +4.7% |
| YTD | +38.9% | +26.2% | +12.7% | +2.1% |
| 1Y | +48.7% | +29.6% | +19.1% | +5.3% |
| All | +48.7% | +29.9% | +18.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling