-14.2%
PL vs IWD
+29.3%
-43.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -5.0% |
| 7D | -20.5% | -0.9% | -19.6% | -18.9% |
| 30D | -38.8% | +2.6% | -41.4% | -42.1% |
| 3M | -49.1% | +1.2% | -50.4% | -50.6% |
| 6M | -69.4% | +12.1% | -81.5% | -75.7% |
| YTD | -42.3% | +24.1% | -66.5% | -62.4% |
| 1Y | -14.2% | +28.5% | -42.7% | -47.9% |
| All | -14.2% | +29.3% | -43.5% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling