+251.7%
ON vs IWD
+728.9%
-477.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | -11.7% | -0.5% | -11.2% | -10.9% |
| 30D | -23.3% | +2.7% | -25.9% | -26.1% |
| 3M | -19.2% | +0.9% | -20.1% | -20.0% |
| 6M | -40.1% | +10.5% | -50.7% | -47.5% |
| YTD | +16.9% | +23.7% | -6.8% | -12.1% |
| 1Y | +29.7% | +28.7% | +1.0% | -7.8% |
| 3Y | -4.4% | +79.7% | -84.1% | -55.9% |
| 5Y | +7.1% | +69.7% | -62.6% | -43.3% |
| 10Y | +447.2% | +211.4% | +235.8% | +40.0% |
| All | +251.7% | +728.9% | -477.2% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling