+313.2%
RF vs IWD
+726.5%
-413.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | +8.1% | +7.2% | +0.9% | -3.7% |
| 6M | +11.5% | +16.2% | -4.7% | -12.8% |
| YTD | +15.6% | +23.3% | -7.8% | -17.8% |
| 1Y | +15.7% | +29.6% | -13.9% | -23.9% |
| 3Y | +86.9% | +70.5% | +16.4% | -19.3% |
| 5Y | +89.8% | +73.5% | +16.3% | -19.3% |
| 10Y | +344.7% | +198.3% | +146.4% | -13.0% |
| All | +313.2% | +726.5% | -413.3% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling