+118.0%
ORLY vs IWD
+72.9%
+45.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -6.7% | -1.6% | -5.0% | -5.8% |
| 3M | -3.8% | +7.0% | -10.8% | -7.4% |
| 6M | -9.0% | +17.0% | -26.0% | -16.8% |
| YTD | -5.6% | +21.6% | -27.3% | -15.7% |
| 1Y | -19.5% | +28.0% | -47.5% | -30.2% |
| 3Y | +34.7% | +70.6% | -35.8% | -2.9% |
| 5Y | +118.0% | +73.3% | +44.7% | +55.5% |
| All | +118.0% | +72.9% | +45.1% | +55.5% |
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 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