+237.3%
P vs IWD
+70.2%
+167.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.6% | -13.8% | -12.8% |
| 7D | -31.9% | -0.9% | -31.0% | -30.8% |
| 30D | -36.5% | +2.6% | -39.2% | -38.6% |
| 3M | +11.6% | +1.2% | +10.3% | +10.1% |
| 6M | +25.2% | +12.1% | +13.1% | +7.6% |
| YTD | +39.4% | +24.1% | +15.3% | +5.0% |
| 1Y | -3.7% | +28.5% | -32.2% | -30.9% |
| 3Y | +167.3% | +79.5% | +87.8% | +27.8% |
| 5Y | +237.3% | +70.3% | +167.0% | +79.8% |
| All | +237.3% | +70.2% | +167.1% | +79.8% |
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 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