+83.0%
PL vs IWD
+80.9%
+2.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | 0.0% |
| 7D | -9.3% | -0.3% | -9.0% | -9.0% |
| 30D | -18.9% | +0.6% | -19.5% | -20.0% |
| 3M | -58.4% | +7.2% | -65.6% | -63.4% |
| 6M | -30.3% | +16.2% | -46.5% | -47.0% |
| YTD | -8.1% | +23.3% | -31.4% | -37.6% |
| 1Y | +180.5% | +29.6% | +150.9% | +75.9% |
| 3Y | +444.1% | +70.5% | +373.7% | +133.6% |
| 5Y | +83.0% | +73.5% | +9.6% | -19.1% |
| All | +83.0% | +80.9% | +2.1% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling