+2,076.8%
O vs IWD
+728.9%
+1,347.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +3.7% | -0.5% | +4.2% | +4.1% |
| 30D | +11.2% | +2.7% | +8.5% | +8.5% |
| 3M | -4.0% | +0.9% | -4.9% | -4.8% |
| 6M | -5.2% | +10.5% | -15.8% | -13.9% |
| YTD | +9.5% | +23.7% | -14.2% | -10.7% |
| 1Y | +10.6% | +28.7% | -18.1% | -13.1% |
| 3Y | +38.1% | +79.7% | -41.6% | -21.9% |
| 5Y | +10.2% | +69.7% | -59.5% | -35.0% |
| 10Y | +71.4% | +211.4% | -140.0% | -43.6% |
| All | +2,076.8% | +728.9% | +1,347.9% | +219.5% |
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 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