+686.6%
P vs IWD
+207.5%
+479.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | -23.8% | -0.5% | -23.3% | -23.2% |
| 30D | -36.6% | +2.7% | -39.3% | -38.6% |
| 3M | +10.9% | +0.9% | +10.0% | +9.9% |
| 6M | +30.0% | +10.5% | +19.4% | +14.8% |
| YTD | +44.4% | +23.7% | +20.7% | +10.8% |
| 1Y | +3.9% | +28.7% | -24.8% | -24.4% |
| 3Y | +176.6% | +79.7% | +96.9% | +34.4% |
| 5Y | +249.3% | +69.7% | +179.6% | +84.1% |
| All | +686.6% | +207.5% | +479.1% | +106.2% |
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 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