+295.0%
T vs IWD
+745.7%
-450.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | +1.6% | +1.0% | +1.3% |
| 30D | -1.1% | +3.6% | -4.7% | -3.7% |
| 3M | -7.7% | +2.0% | -9.8% | -9.2% |
| 6M | -10.6% | +13.1% | -23.7% | -18.7% |
| YTD | -7.5% | +26.2% | -33.7% | -23.0% |
| 1Y | -7.4% | +29.6% | -37.0% | -24.5% |
| 3Y | +63.1% | +84.3% | -21.3% | -0.2% |
| 5Y | +55.2% | +73.4% | -18.2% | -1.2% |
| 10Y | +58.8% | +202.4% | -143.6% | -35.4% |
| All | +295.0% | +745.7% | -450.6% | -37.8% |
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