+24.0%
NET vs IWD
+70.2%
-46.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.6% | -5.7% | -3.2% |
| 7D | -21.2% | -0.9% | -20.3% | -19.8% |
| 30D | -31.1% | +2.6% | -33.8% | -34.7% |
| 3M | -16.5% | +1.2% | -17.8% | -18.8% |
| 6M | 0.0% | +12.1% | -12.1% | -21.2% |
| YTD | +24.0% | +24.1% | -0.1% | -21.5% |
| 1Y | +7.0% | +28.5% | -21.5% | -37.0% |
| 3Y | +279.6% | +79.5% | +200.1% | +0.2% |
| 5Y | +24.0% | +70.3% | -46.3% | -59.8% |
| All | +24.0% | +70.2% | -46.3% | -59.8% |
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