+485.4%
P vs IWD
+235.8%
+249.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.2% |
| 7D | +6.5% | -0.3% | +6.8% | +6.9% |
| 30D | +18.8% | +0.6% | +18.2% | +17.9% |
| 3M | +26.7% | +7.2% | +19.5% | +16.2% |
| 6M | +62.2% | +16.2% | +46.0% | +34.3% |
| YTD | +48.5% | +23.3% | +25.2% | +14.6% |
| 1Y | +26.4% | +29.6% | -3.2% | -8.5% |
| 3Y | +159.4% | +70.5% | +89.0% | +35.9% |
| 5Y | +275.8% | +73.5% | +202.3% | +94.7% |
| 10Y | +732.0% | +198.3% | +533.7% | +142.5% |
| All | +485.4% | +235.8% | +249.6% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling