+14.8%
PL vs IWD
+82.1%
-67.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -5.2% |
| 7D | -20.5% | -0.9% | -19.6% | -19.3% |
| 30D | -38.8% | +2.6% | -41.4% | -41.9% |
| 3M | -49.1% | +1.2% | -50.4% | -50.4% |
| 6M | -69.4% | +12.1% | -81.5% | -75.1% |
| YTD | -42.3% | +24.1% | -66.5% | -61.3% |
| 1Y | -14.2% | +28.5% | -42.7% | -45.7% |
| 3Y | +398.7% | +79.5% | +319.2% | +97.6% |
| 5Y | +11.1% | +70.3% | -59.2% | -51.4% |
| All | +14.8% | +82.1% | -67.2% | -49.9% |
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