+707.9%
P vs IWD
+212.1%
+495.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +3.7% |
| 7D | -9.6% | +1.3% | -10.9% | -10.8% |
| 30D | -33.4% | +3.6% | -37.0% | -36.2% |
| 3M | +14.2% | +2.3% | +11.9% | +11.2% |
| 6M | +31.6% | +13.0% | +18.5% | +13.0% |
| YTD | +53.5% | +26.2% | +27.3% | +14.9% |
| 1Y | +14.2% | +30.5% | -16.3% | -18.3% |
| 3Y | +190.5% | +86.2% | +104.3% | +35.1% |
| 5Y | +256.3% | +72.9% | +183.5% | +83.5% |
| 10Y | +707.9% | +205.0% | +502.8% | +123.3% |
| All | +707.9% | +212.1% | +495.8% | +123.3% |
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