+78.2%
O vs IWD
+212.1%
-133.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -1.0% |
| 7D | +3.3% | +1.3% | +2.1% | +2.1% |
| 30D | +10.3% | +3.6% | +6.8% | +7.0% |
| 3M | -3.5% | +2.3% | -5.8% | -5.4% |
| 6M | -1.3% | +13.0% | -14.3% | -11.5% |
| YTD | +10.3% | +26.2% | -15.8% | -10.5% |
| 1Y | +10.4% | +30.5% | -20.1% | -13.1% |
| 3Y | +40.0% | +86.2% | -46.2% | -21.6% |
| 5Y | +12.4% | +72.9% | -60.5% | -33.1% |
| 10Y | +78.2% | +205.0% | -126.8% | -32.5% |
| All | +78.2% | +212.1% | -133.9% | -32.5% |
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