-37.5%
U vs IWD
+135.5%
-173.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +4.2% |
| 7D | +4.5% | -0.2% | +4.6% | +4.8% |
| 30D | -0.6% | -0.8% | +0.2% | +1.0% |
| 3M | +48.4% | +8.0% | +40.4% | +27.4% |
| 6M | +115.4% | +18.2% | +97.2% | +53.9% |
| YTD | -3.2% | +22.3% | -25.5% | -35.6% |
| 1Y | -6.0% | +28.9% | -34.9% | -43.4% |
| 3Y | +13.5% | +71.5% | -58.1% | -60.0% |
| 5Y | -68.0% | +73.6% | -141.6% | -88.0% |
| All | -37.5% | +135.5% | -173.0% | -76.8% |
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 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