+108.3%
V vs IWD
+72.9%
+35.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +0.9% | +2.3% | -1.4% | -1.2% |
| 30D | +9.0% | +3.6% | +5.4% | +5.5% |
| 3M | +16.7% | +2.2% | +14.6% | +14.5% |
| 6M | +33.4% | +13.0% | +20.5% | +18.8% |
| YTD | +22.4% | +26.5% | -4.2% | -2.7% |
| 1Y | +27.7% | +30.1% | -2.5% | -1.2% |
| 3Y | +78.0% | +84.9% | -6.9% | -3.4% |
| All | +108.3% | +72.9% | +35.4% | +23.1% |
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