-4.4%
ON vs IWD
+78.7%
-83.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.3% |
| 7D | -11.7% | -0.5% | -11.2% | -10.6% |
| 30D | -23.3% | +2.7% | -25.9% | -27.7% |
| 3M | -19.2% | +0.9% | -20.1% | -20.6% |
| 6M | -40.1% | +10.5% | -50.7% | -51.5% |
| YTD | +16.9% | +23.7% | -6.8% | -25.0% |
| 1Y | +29.7% | +28.7% | +1.0% | -23.5% |
| 3Y | -4.4% | +79.7% | -84.1% | -72.0% |
| All | -4.4% | +78.7% | -83.1% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling