+43.7%
RF vs IWD
+70.2%
-26.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | +1.7% |
| 7D | -1.6% | -0.9% | -0.7% | -0.4% |
| 30D | +5.0% | +2.6% | +2.4% | +1.0% |
| 3M | -10.0% | +1.2% | -11.2% | -11.7% |
| 6M | +3.3% | +12.1% | -8.8% | -13.1% |
| YTD | +7.9% | +24.1% | -16.2% | -22.1% |
| 1Y | +21.2% | +28.5% | -7.3% | -16.9% |
| 3Y | +105.8% | +79.5% | +26.3% | -12.5% |
| 5Y | +43.7% | +70.3% | -26.6% | -32.2% |
| All | +43.7% | +70.2% | -26.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling