+62.6%
NDAQ vs IWD
+68.9%
-6.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 3M | +13.5% | +0.9% | +12.6% | +12.6% |
| 6M | +20.9% | +10.5% | +10.4% | +9.7% |
| YTD | +11.4% | +23.7% | -12.3% | -9.7% |
| 1Y | +25.9% | +28.7% | -2.8% | -1.9% |
| 3Y | +119.9% | +79.7% | +40.1% | +23.3% |
| All | +62.6% | +68.9% | -6.3% | -3.4% |
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