-54.2%
W vs IWD
+68.9%
-123.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.4% |
| 7D | -3.6% | -0.5% | -3.1% | -1.7% |
| 30D | +7.0% | +2.7% | +4.3% | +0.1% |
| 3M | +7.4% | +0.9% | +6.5% | +5.5% |
| 6M | +69.3% | +10.5% | +58.8% | +30.9% |
| YTD | +11.3% | +23.7% | -12.4% | -37.4% |
| 1Y | +13.2% | +28.7% | -15.5% | -43.2% |
| 3Y | +142.0% | +79.7% | +62.3% | -49.1% |
| All | -54.2% | +68.9% | -123.1% | -87.3% |
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