+209.8%
RF vs IWD
+202.4%
+7.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | +0.2% |
| 7D | +0.4% | +1.7% | -1.3% | -2.2% |
| 30D | +5.6% | +3.2% | +2.3% | +0.3% |
| 3M | -8.9% | +2.3% | -11.2% | -12.1% |
| 6M | +7.1% | +12.9% | -5.9% | -11.8% |
| YTD | +8.3% | +26.2% | -17.9% | -25.2% |
| 1Y | +16.8% | +28.3% | -11.4% | -21.3% |
| 3Y | +115.0% | +84.4% | +30.6% | -16.9% |
| 5Y | +46.4% | +73.0% | -26.6% | -36.2% |
| All | +209.8% | +202.4% | +7.5% | -44.2% |
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 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