-74.5%
U vs IWD
+73.1%
-147.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +2.0% |
| 7D | +2.8% | +1.7% | +1.1% | -1.2% |
| 30D | +7.6% | +3.2% | +4.4% | -1.3% |
| 3M | +12.7% | +2.3% | +10.4% | +5.7% |
| 6M | +87.0% | +12.9% | +74.0% | +38.3% |
| YTD | +13.6% | +26.2% | -12.6% | -36.3% |
| 1Y | +25.3% | +28.3% | -3.0% | -32.4% |
| 3Y | +85.8% | +84.4% | +1.4% | -59.8% |
| 5Y | -74.5% | +73.0% | -147.5% | -92.8% |
| All | -74.5% | +73.1% | -147.6% | -92.8% |
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 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