+3,108.5%
MAR vs IWD
+728.9%
+2,379.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +4.3% | -0.5% | +4.8% | +4.8% |
| 30D | +16.8% | +2.7% | +14.2% | +13.3% |
| 3M | +16.0% | +0.9% | +15.1% | +14.8% |
| 6M | +16.5% | +10.5% | +5.9% | +3.2% |
| YTD | +35.0% | +23.7% | +11.3% | +5.1% |
| 1Y | +49.4% | +28.7% | +20.6% | +11.0% |
| 3Y | +124.1% | +79.7% | +44.4% | +13.8% |
| 5Y | +159.2% | +69.7% | +89.5% | +42.5% |
| 10Y | +553.9% | +211.4% | +342.5% | +82.6% |
| All | +3,108.5% | +728.9% | +2,379.6% | +210.5% |
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 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