+1,381.0%
NET vs IWD
+135.5%
+1,245.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -5.3% |
| 7D | -16.4% | +2.5% | -18.9% | -18.6% |
| 30D | -25.8% | +6.0% | -31.8% | -30.3% |
| 3M | -11.5% | +3.8% | -15.3% | -15.0% |
| 6M | +18.9% | +16.3% | +2.6% | +1.0% |
| YTD | +35.2% | +27.5% | +7.7% | +3.9% |
| 1Y | +14.5% | +32.8% | -18.3% | -15.7% |
| 3Y | +313.8% | +84.3% | +229.5% | +120.9% |
| 5Y | +32.6% | +75.7% | -43.1% | -23.1% |
| All | +1,381.0% | +135.5% | +1,245.5% | +693.9% |
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 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