+79.1%
MTUM vs IWD
+74.6%
+4.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.6% |
| 30D | -2.4% | -0.8% | -1.6% | -1.7% |
| 3M | -3.6% | +6.9% | -10.6% | -10.5% |
| 6M | +23.7% | +18.3% | +5.4% | +3.6% |
| YTD | +22.9% | +22.4% | +0.6% | -0.5% |
| 1Y | +21.8% | +27.4% | -5.7% | -5.5% |
| 3Y | +114.4% | +71.2% | +43.3% | +23.7% |
| All | +79.1% | +74.6% | +4.5% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling