+88.3%
RF vs IWD
+70.7%
+17.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +1.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.8% |
| 30D | -3.6% | +0.6% | -4.2% | -4.5% |
| 3M | +8.1% | +7.2% | +0.9% | -3.2% |
| 6M | +11.5% | +16.2% | -4.7% | -12.2% |
| YTD | +15.6% | +23.3% | -7.8% | -17.3% |
| 1Y | +15.7% | +29.6% | -13.9% | -23.6% |
| All | +88.3% | +70.7% | +17.7% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling