+357.2%
T vs IWD
+726.5%
-369.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | +11.4% | +0.6% | +10.8% | +10.9% |
| 3M | +14.3% | +7.2% | +7.1% | +8.3% |
| 6M | -9.3% | +16.2% | -25.5% | -19.4% |
| YTD | +7.1% | +23.3% | -16.2% | -9.2% |
| 1Y | -9.1% | +29.6% | -38.7% | -25.9% |
| 3Y | +105.3% | +70.5% | +34.9% | +33.6% |
| 5Y | +66.8% | +73.5% | -6.7% | +6.2% |
| 10Y | +66.8% | +198.3% | -131.5% | -31.4% |
| All | +357.2% | +726.5% | -369.3% | -26.6% |
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