+322.4%
NET vs IWD
+84.2%
+238.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -5.8% |
| 7D | -16.4% | +2.5% | -18.9% | -19.1% |
| 30D | -25.8% | +6.0% | -31.8% | -31.3% |
| 3M | -11.5% | +3.8% | -15.3% | -15.8% |
| 6M | +18.9% | +16.3% | +2.6% | -3.1% |
| YTD | +35.2% | +27.5% | +7.7% | -3.6% |
| 1Y | +14.5% | +32.8% | -18.3% | -23.2% |
| All | +322.4% | +84.2% | +238.2% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling