+3,309.9%
V vs IWD
+429.4%
+2,880.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -0.8% |
| 7D | +2.9% | -0.9% | +3.8% | +3.9% |
| 30D | +14.0% | +2.6% | +11.4% | +11.4% |
| 3M | +14.9% | +1.2% | +13.6% | +13.7% |
| 6M | +31.7% | +12.1% | +19.6% | +18.1% |
| YTD | +21.2% | +24.1% | -2.9% | -1.5% |
| 1Y | +25.3% | +28.5% | -3.2% | -1.5% |
| 3Y | +77.5% | +79.5% | -2.0% | +1.6% |
| 5Y | +102.6% | +70.3% | +32.3% | +22.2% |
| 10Y | +464.3% | +212.5% | +251.8% | +95.6% |
| All | +3,309.9% | +429.4% | +2,880.4% | +667.1% |
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 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