+34.4%
ORLY vs IWD
+71.7%
-37.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -8.2% | -0.8% | -7.4% | -7.8% |
| 3M | -3.5% | +8.0% | -11.6% | -6.8% |
| 6M | -9.2% | +18.2% | -27.4% | -15.8% |
| YTD | -5.8% | +22.3% | -28.2% | -14.1% |
| 1Y | -19.3% | +28.9% | -48.2% | -28.1% |
| 3Y | +34.4% | +71.5% | -37.1% | +8.7% |
| All | +34.4% | +71.7% | -37.2% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling