+26.4%
P vs IWD
+30.5%
-4.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.5% |
| 7D | +6.5% | -0.3% | +6.8% | +7.0% |
| 30D | +18.8% | +0.6% | +18.2% | +17.7% |
| 3M | +26.7% | +7.2% | +19.5% | +12.9% |
| 6M | +62.2% | +16.2% | +46.0% | +26.2% |
| YTD | +48.5% | +23.3% | +25.2% | +9.0% |
| 1Y | +26.4% | +29.6% | -3.2% | -12.0% |
| All | +26.4% | +30.5% | -4.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling