+474.7%
NDAQ vs IWD
+207.5%
+267.2%
-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% | +0.6% | +0.6% |
| 7D | +0.8% | -0.5% | +1.3% | +1.3% |
| 30D | +16.5% | +2.7% | +13.9% | +13.8% |
| 3M | +13.5% | +0.9% | +12.6% | +12.6% |
| 6M | +20.9% | +10.5% | +10.4% | +10.2% |
| YTD | +11.4% | +23.7% | -12.3% | -8.6% |
| 1Y | +25.9% | +28.7% | -2.8% | -0.4% |
| 3Y | +119.9% | +79.7% | +40.1% | +28.3% |
| 5Y | +61.7% | +69.7% | -7.9% | -0.5% |
| All | +474.7% | +207.5% | +267.2% | +100.3% |
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 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