+2,593.6%
NDAQ vs IWD
+750.3%
+1,843.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +0.8% | -0.5% | +1.3% | +1.3% |
| 30D | +16.5% | +2.7% | +13.9% | +13.4% |
| 3M | +13.5% | +0.9% | +12.6% | +12.5% |
| 6M | +20.9% | +10.5% | +10.4% | +8.7% |
| YTD | +11.4% | +23.7% | -12.3% | -11.3% |
| 1Y | +25.9% | +28.7% | -2.8% | -3.9% |
| 3Y | +119.9% | +79.7% | +40.1% | +17.7% |
| 5Y | +61.7% | +69.7% | -7.9% | -8.2% |
| 10Y | +481.6% | +211.4% | +270.2% | +63.8% |
| All | +2,593.6% | +750.3% | +1,843.3% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling