+427.5%
ORLY vs IWD
+203.0%
+224.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +2.6% | +2.3% | +0.3% | +0.8% |
| 30D | +6.3% | +3.6% | +2.8% | +3.6% |
| 3M | -0.4% | +2.2% | -2.6% | -2.0% |
| 6M | +2.8% | +13.0% | -10.2% | -6.3% |
| YTD | +1.1% | +26.5% | -25.4% | -15.4% |
| 1Y | -6.3% | +30.1% | -36.4% | -23.2% |
| 3Y | +38.9% | +84.9% | -46.0% | -14.5% |
| 5Y | +113.1% | +73.4% | +39.7% | +37.0% |
| All | +427.5% | +203.0% | +224.5% | +93.2% |
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