+649.0%
P vs IWD
+202.4%
+446.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.9% |
| 7D | +17.8% | +1.7% | +16.1% | +15.4% |
| 30D | -29.9% | +3.2% | -33.1% | -32.5% |
| 3M | -1.2% | +2.3% | -3.5% | -3.7% |
| 6M | +32.1% | +12.9% | +19.2% | +13.5% |
| YTD | +64.3% | +26.2% | +38.1% | +23.0% |
| 1Y | +24.3% | +28.3% | -4.0% | -9.0% |
| 3Y | +203.2% | +84.4% | +118.8% | +42.9% |
| 5Y | +290.4% | +73.0% | +217.5% | +101.1% |
| All | +649.0% | +202.4% | +446.6% | +123.0% |
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 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