-25.1%
ON vs IWD
+70.7%
-95.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +2.5% |
| 7D | +2.4% | -0.3% | +2.7% | +3.0% |
| 30D | -3.3% | +0.6% | -3.9% | -4.8% |
| 3M | -43.6% | +7.2% | -50.8% | -51.3% |
| 6M | +19.0% | +16.2% | +2.7% | -12.3% |
| YTD | +37.4% | +23.3% | +14.0% | -10.3% |
| 1Y | +54.8% | +29.6% | +25.2% | -8.0% |
| All | -25.1% | +70.7% | -95.8% | -69.8% |
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