+380.5%
NDAQ vs IWD
+198.0%
+182.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.2% |
| 7D | -2.4% | -0.3% | -2.2% | -2.2% |
| 30D | +2.5% | +0.6% | +1.9% | +1.9% |
| 3M | +9.9% | +7.2% | +2.7% | +3.1% |
| 6M | +9.4% | +16.2% | -6.8% | -4.9% |
| YTD | +0.4% | +23.3% | -22.9% | -17.3% |
| 1Y | +4.0% | +29.6% | -25.5% | -18.2% |
| 3Y | +94.4% | +70.5% | +23.9% | +19.2% |
| 5Y | +56.7% | +73.5% | -16.8% | -5.4% |
| All | +380.5% | +198.0% | +182.4% | +76.0% |
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