+10.7%
O vs IWD
+68.9%
-58.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +3.7% | -0.5% | +4.2% | +4.0% |
| 30D | +11.2% | +2.7% | +8.5% | +9.3% |
| 3M | -4.0% | +0.9% | -4.9% | -4.6% |
| 6M | -5.2% | +10.5% | -15.8% | -11.3% |
| YTD | +9.5% | +23.7% | -14.2% | -5.1% |
| 1Y | +10.6% | +28.7% | -18.1% | -6.7% |
| 3Y | +38.1% | +79.7% | -41.6% | -9.6% |
| All | +10.7% | +68.9% | -58.2% | -23.7% |
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