+7.8%
ON vs IWD
+68.9%
-61.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.2% |
| 7D | -11.7% | -0.5% | -11.2% | -10.7% |
| 30D | -23.3% | +2.7% | -25.9% | -27.3% |
| 3M | -19.2% | +0.9% | -20.1% | -20.5% |
| 6M | -40.1% | +10.5% | -50.7% | -50.6% |
| YTD | +16.9% | +23.7% | -6.8% | -22.4% |
| 1Y | +29.7% | +28.7% | +1.0% | -20.4% |
| 3Y | -4.4% | +79.7% | -84.1% | -68.3% |
| All | +7.8% | +68.9% | -61.1% | -56.8% |
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 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