-80.4%
PATH vs IWD
+90.3%
-170.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -1.6% |
| 7D | -4.8% | +2.5% | -7.3% | -8.9% |
| 30D | +2.7% | +6.0% | -3.3% | -7.1% |
| 3M | -4.2% | +3.8% | -7.9% | -9.8% |
| 6M | +24.7% | +16.3% | +8.4% | -4.1% |
| YTD | -17.6% | +27.5% | -45.0% | -46.9% |
| 1Y | -5.3% | +32.8% | -38.1% | -43.4% |
| 3Y | -22.0% | +84.3% | -106.3% | -74.7% |
| 5Y | -76.5% | +75.7% | -152.2% | -91.3% |
| All | -80.4% | +90.3% | -170.7% | -92.5% |
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