+1,449.6%
NET vs IWD
+127.9%
+1,321.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | -7.0% | -0.3% | -6.7% | -6.7% |
| 30D | -4.8% | +0.6% | -5.4% | -5.3% |
| 3M | +3.8% | +7.2% | -3.4% | -3.4% |
| 6M | +50.0% | +16.2% | +33.8% | +27.5% |
| YTD | +41.5% | +23.3% | +18.1% | +12.8% |
| 1Y | +32.8% | +29.6% | +3.3% | +0.7% |
| 3Y | +335.9% | +70.5% | +265.4% | +153.5% |
| 5Y | +113.8% | +73.5% | +40.4% | +27.7% |
| All | +1,449.6% | +127.9% | +1,321.7% | +761.9% |
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