+238.6%
P vs IWD
+68.9%
+169.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | -23.8% | -0.5% | -23.3% | -23.1% |
| 30D | -36.6% | +2.7% | -39.3% | -38.7% |
| 3M | +10.9% | +0.9% | +10.0% | +9.9% |
| 6M | +30.0% | +10.5% | +19.4% | +14.0% |
| YTD | +44.4% | +23.7% | +20.7% | +9.3% |
| 1Y | +3.9% | +28.7% | -24.8% | -25.6% |
| 3Y | +176.6% | +79.7% | +96.9% | +32.1% |
| All | +238.6% | +68.9% | +169.8% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling