-24.8%
U vs IWD
+142.9%
-167.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -4.0% |
| 7D | +32.3% | +1.3% | +31.1% | +27.9% |
| 30D | +9.7% | +3.6% | +6.1% | +1.4% |
| 3M | +19.6% | +2.3% | +17.3% | +13.4% |
| 6M | +82.6% | +13.0% | +69.6% | +42.0% |
| YTD | +16.4% | +26.2% | -9.7% | -27.7% |
| 1Y | +28.5% | +30.5% | -2.0% | -25.4% |
| 3Y | +103.8% | +86.2% | +17.6% | -39.7% |
| 5Y | -70.0% | +72.9% | -142.9% | -89.4% |
| All | -24.8% | +142.9% | -167.7% | -74.0% |
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