+11.1%
PL vs IWD
+70.2%
-59.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -4.9% |
| 7D | -20.5% | -0.9% | -19.6% | -19.2% |
| 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% | -75.5% |
| YTD | -42.3% | +24.1% | -66.5% | -62.4% |
| 1Y | -14.2% | +28.5% | -42.7% | -47.6% |
| 3Y | +398.7% | +79.5% | +319.2% | +81.5% |
| 5Y | +11.1% | +70.3% | -59.2% | -54.2% |
| All | +11.1% | +70.2% | -59.1% | -54.2% |
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