+2,926.4%
V vs IWD
+426.0%
+2,500.4%
-51.9%
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 | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +2.0% | +0.6% | +1.4% | +1.4% |
| 3M | +17.4% | +7.2% | +10.1% | +9.7% |
| 6M | +17.5% | +16.2% | +1.3% | +1.6% |
| YTD | +7.6% | +23.3% | -15.7% | -12.1% |
| 1Y | +7.7% | +29.6% | -21.9% | -16.0% |
| 3Y | +54.7% | +70.5% | -15.8% | -7.2% |
| 5Y | +73.0% | +73.5% | -0.4% | +2.6% |
| 10Y | +390.9% | +198.3% | +192.5% | +77.3% |
| All | +2,926.4% | +426.0% | +2,500.4% | +584.4% |
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