+82.3%
PL vs IWD
+73.6%
+8.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | +0.1% |
| 7D | -9.3% | -0.3% | -9.0% | -8.9% |
| 30D | -18.9% | +0.6% | -19.5% | -20.1% |
| 3M | -58.4% | +7.2% | -65.6% | -63.7% |
| 6M | -30.3% | +16.2% | -46.5% | -47.6% |
| YTD | -8.1% | +23.3% | -31.4% | -38.7% |
| 1Y | +180.5% | +29.6% | +150.9% | +72.0% |
| 3Y | +444.1% | +70.5% | +373.7% | +122.5% |
| All | +82.3% | +73.6% | +8.7% | -21.8% |
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