+61.4%
T vs IWD
+205.2%
-143.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.1% |
| 7D | +2.0% | -0.6% | +2.5% | +2.3% |
| 30D | -1.0% | +3.6% | -4.6% | -3.5% |
| 3M | -8.1% | +2.7% | -10.8% | -9.9% |
| 6M | -8.3% | +13.2% | -21.5% | -16.2% |
| YTD | -6.1% | +26.8% | -32.9% | -21.4% |
| 1Y | -7.4% | +29.3% | -36.6% | -23.6% |
| 3Y | +65.4% | +85.1% | -19.7% | +2.0% |
| 5Y | +57.6% | +74.2% | -16.6% | +1.1% |
| 10Y | +61.4% | +204.6% | -143.2% | -32.0% |
| All | +61.4% | +205.2% | -143.9% | -32.0% |
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