-39.0%
U vs IWD
+137.5%
-176.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.3% |
| 7D | -3.8% | -0.3% | -3.5% | -3.2% |
| 30D | +17.5% | +0.6% | +16.9% | +16.2% |
| 3M | +38.7% | +7.2% | +31.5% | +20.9% |
| 6M | +104.4% | +16.2% | +88.2% | +51.2% |
| YTD | -5.7% | +23.3% | -29.0% | -38.2% |
| 1Y | +3.7% | +29.6% | -25.9% | -38.1% |
| 3Y | +12.3% | +70.5% | -58.1% | -59.9% |
| 5Y | -68.8% | +73.5% | -142.3% | -88.5% |
| All | -39.0% | +137.5% | -176.5% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling