+62.9%
ON vs IWD
+73.6%
-10.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +2.4% |
| 7D | +2.4% | -0.3% | +2.7% | +3.0% |
| 30D | -3.3% | +0.6% | -3.9% | -4.7% |
| 3M | -43.6% | +7.2% | -50.8% | -50.8% |
| 6M | +19.0% | +16.2% | +2.7% | -10.7% |
| YTD | +37.4% | +23.3% | +14.0% | -8.4% |
| 1Y | +54.8% | +29.6% | +25.2% | -5.9% |
| 3Y | -25.2% | +70.5% | -95.6% | -72.4% |
| All | +62.9% | +73.6% | -10.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling