+78.2%
U vs IWD
+84.7%
-6.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.8% |
| 7D | +2.8% | +1.7% | +1.1% | -0.4% |
| 30D | +7.6% | +3.2% | +4.4% | +0.3% |
| 3M | +12.7% | +2.3% | +10.4% | +7.0% |
| 6M | +87.0% | +12.9% | +74.0% | +46.4% |
| YTD | +13.6% | +26.2% | -12.6% | -29.4% |
| 1Y | +25.3% | +28.3% | -3.0% | -24.7% |
| All | +78.2% | +84.7% | -6.5% | -57.0% |
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 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