+535.7%
ON vs IWD
+203.8%
+331.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +1.6% | -5.7% | -6.4% |
| 30D | -10.2% | +3.6% | -13.8% | -15.3% |
| 3M | -12.7% | +2.0% | -14.8% | -15.4% |
| 6M | -32.5% | +13.1% | -45.6% | -44.7% |
| YTD | +28.6% | +26.2% | +2.4% | -11.9% |
| 1Y | +43.4% | +29.6% | +13.8% | -5.9% |
| 3Y | +3.3% | +84.3% | -81.0% | -60.9% |
| 5Y | +22.5% | +73.4% | -50.9% | -45.8% |
| 10Y | +535.7% | +202.4% | +333.3% | +18.7% |
| All | +535.7% | +203.8% | +331.9% | +18.7% |
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 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