-87.4%
OPEN vs IWD
+159.7%
-247.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.1% |
| 7D | -31.1% | -0.6% | -30.5% | -29.8% |
| 30D | -34.7% | +3.6% | -38.3% | -39.3% |
| 3M | -61.9% | +2.7% | -64.5% | -63.7% |
| 6M | -71.9% | +13.2% | -85.1% | -78.8% |
| YTD | -76.6% | +26.8% | -103.3% | -86.5% |
| 1Y | -83.9% | +29.3% | -113.2% | -91.1% |
| 3Y | -34.4% | +85.1% | -119.5% | -82.8% |
| 5Y | -93.9% | +74.2% | -168.2% | -98.0% |
| All | -87.4% | +159.7% | -247.1% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling