+18,903.2%
ORLY vs IWD
+726.5%
+18,176.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | -5.9% | +0.6% | -6.5% | -6.3% |
| 3M | -0.6% | +7.2% | -7.8% | -5.8% |
| 6M | -6.8% | +16.2% | -23.0% | -16.9% |
| YTD | -3.6% | +23.3% | -27.0% | -17.9% |
| 1Y | -16.3% | +29.6% | -45.9% | -31.4% |
| 3Y | +39.1% | +70.5% | -31.3% | -8.5% |
| 5Y | +125.4% | +73.5% | +52.0% | +44.8% |
| 10Y | +366.5% | +198.3% | +168.2% | +95.5% |
| All | +18,903.2% | +726.5% | +18,176.7% | +3,270.2% |
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 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