+32.3%
OMC vs IWD
+195.0%
-162.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | -4.2% | -1.2% | -3.1% | -3.0% |
| 30D | -7.5% | -1.6% | -5.9% | -5.8% |
| 3M | +4.6% | +7.0% | -2.4% | -2.2% |
| 6M | -4.8% | +17.0% | -21.8% | -19.0% |
| YTD | -1.0% | +21.6% | -22.6% | -19.1% |
| 1Y | +3.8% | +28.0% | -24.2% | -19.5% |
| 3Y | +10.2% | +70.6% | -60.3% | -36.0% |
| 5Y | +29.7% | +73.3% | -43.6% | -25.8% |
| 10Y | +32.3% | +200.5% | -168.2% | -54.0% |
| All | +32.3% | +195.0% | -162.7% | -54.0% |
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