+479.7%
NDAQ vs IWD
+205.2%
+274.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | 0.0% | -0.6% | +0.5% | +0.5% |
| 30D | +16.3% | +3.6% | +12.7% | +12.6% |
| 3M | +15.8% | +2.7% | +13.2% | +13.1% |
| 6M | +24.8% | +13.2% | +11.6% | +11.3% |
| YTD | +14.1% | +26.8% | -12.7% | -8.5% |
| 1Y | +26.5% | +29.3% | -2.7% | -0.3% |
| 3Y | +119.1% | +85.1% | +34.0% | +24.4% |
| 5Y | +70.9% | +74.2% | -3.3% | +2.6% |
| 10Y | +479.7% | +204.6% | +275.1% | +106.7% |
| All | +479.7% | +205.2% | +274.5% | +106.7% |
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