+87.5%
U vs IWD
+85.1%
+2.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.8% |
| 7D | +2.6% | +2.3% | +0.3% | -1.6% |
| 30D | +27.6% | +3.6% | +24.0% | +18.1% |
| 3M | +15.3% | +2.2% | +13.2% | +9.8% |
| 6M | +96.4% | +13.0% | +83.4% | +53.8% |
| YTD | +19.6% | +26.5% | -7.0% | -26.0% |
| 1Y | +42.1% | +30.1% | +12.0% | -17.2% |
| 3Y | +87.5% | +84.9% | +2.7% | -54.9% |
| All | +87.5% | +85.1% | +2.4% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling