+261.5%
RF vs IWD
+212.1%
+49.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | -0.9% |
| 7D | -0.1% | +1.3% | -1.4% | -2.2% |
| 30D | +7.0% | +3.6% | +3.5% | +1.2% |
| 3M | -7.0% | +2.3% | -9.4% | -10.4% |
| 6M | +6.8% | +13.0% | -6.3% | -12.3% |
| YTD | +9.9% | +26.2% | -16.3% | -24.1% |
| 1Y | +21.1% | +30.5% | -9.3% | -20.6% |
| 3Y | +119.6% | +86.2% | +33.4% | -16.6% |
| 5Y | +46.2% | +72.9% | -26.7% | -36.4% |
| 10Y | +261.5% | +205.0% | +56.5% | -40.3% |
| All | +261.5% | +212.1% | +49.4% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling