+21.1%
PL vs IWD
+68.9%
-47.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.7% | +11.1% |
| 7D | -6.8% | -0.5% | -6.4% | -6.3% |
| 30D | -29.3% | +2.7% | -32.0% | -33.2% |
| 3M | -44.8% | +0.9% | -45.6% | -46.0% |
| 6M | -68.4% | +10.5% | -78.9% | -74.0% |
| YTD | -36.4% | +23.7% | -60.1% | -58.3% |
| 1Y | +0.7% | +28.7% | -28.0% | -38.7% |
| 3Y | +455.3% | +79.7% | +375.6% | +101.9% |
| All | +21.1% | +68.9% | -47.8% | -49.0% |
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