+20.0%
ON vs IWD
+72.9%
-52.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -4.1% |
| 7D | +12.2% | +2.3% | +10.0% | +7.4% |
| 30D | -3.1% | +3.6% | -6.7% | -9.6% |
| 3M | -12.9% | +2.2% | -15.0% | -16.3% |
| 6M | -38.6% | +13.0% | -51.5% | -51.5% |
| YTD | +31.2% | +26.5% | +4.7% | -16.7% |
| 1Y | +47.6% | +30.1% | +17.5% | -11.3% |
| 3Y | +6.6% | +84.9% | -78.2% | -66.6% |
| All | +20.0% | +72.9% | -52.9% | -53.9% |
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