+108.5%
RF vs IWD
+78.7%
+29.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.3% |
| 30D | +6.0% | +2.7% | +3.4% | +1.8% |
| 3M | -8.9% | +0.9% | -9.8% | -10.2% |
| 6M | +2.3% | +10.5% | -8.2% | -12.4% |
| YTD | +7.6% | +23.7% | -16.1% | -22.8% |
| 1Y | +21.2% | +28.7% | -7.6% | -18.4% |
| 3Y | +108.5% | +79.7% | +28.8% | -28.1% |
| All | +108.5% | +78.7% | +29.8% | -28.1% |
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