+655.3%
P vs IWD
+205.2%
+450.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +3.9% |
| 7D | -4.7% | -0.6% | -4.2% | -3.4% |
| 30D | -31.4% | +3.6% | -35.0% | -34.3% |
| 3M | -2.6% | +2.7% | -5.3% | -5.6% |
| 6M | +21.9% | +13.2% | +8.7% | +4.5% |
| YTD | +58.9% | +26.8% | +32.2% | +18.3% |
| 1Y | +21.7% | +29.3% | -7.5% | -11.8% |
| 3Y | +193.3% | +85.1% | +108.2% | +37.4% |
| 5Y | +275.1% | +74.2% | +200.9% | +91.4% |
| 10Y | +655.3% | +204.6% | +450.7% | +112.8% |
| All | +655.3% | +205.2% | +450.1% | +112.8% |
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