+32.6%
NET vs IWD
+74.7%
-42.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -7.6% |
| 7D | -16.4% | +2.5% | -18.9% | -20.6% |
| 30D | -25.8% | +6.0% | -31.8% | -34.1% |
| 3M | -11.5% | +3.8% | -15.3% | -18.1% |
| 6M | +18.9% | +16.3% | +2.6% | -13.0% |
| YTD | +35.2% | +27.5% | +7.7% | -18.8% |
| 1Y | +14.5% | +32.8% | -18.3% | -37.0% |
| 3Y | +313.8% | +84.3% | +229.5% | +3.6% |
| 5Y | +32.6% | +75.7% | -43.1% | -58.4% |
| All | +32.6% | +74.7% | -42.1% | -58.4% |
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