-69.4%
U vs IWD
+73.6%
-143.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.1% |
| 30D | +17.5% | +0.6% | +16.9% | +16.0% |
| 3M | +38.7% | +7.2% | +31.5% | +17.8% |
| 6M | +104.4% | +16.2% | +88.2% | +42.5% |
| YTD | -5.7% | +23.3% | -29.0% | -43.2% |
| 1Y | +3.7% | +29.6% | -25.9% | -44.3% |
| 3Y | +12.3% | +70.5% | -58.1% | -69.3% |
| All | -69.4% | +73.6% | -143.1% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling