+599.6%
XYZ vs IWD
+197.9%
+401.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | +0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.4% |
| 30D | -1.7% | +0.6% | -2.3% | -2.6% |
| 3M | +16.7% | +7.2% | +9.5% | +4.1% |
| 6M | +26.9% | +16.2% | +10.7% | -1.1% |
| YTD | +27.1% | +23.3% | +3.8% | -9.9% |
| 1Y | +9.3% | +29.6% | -20.3% | -28.5% |
| 3Y | +42.3% | +70.5% | -28.2% | -38.5% |
| 5Y | -69.3% | +73.5% | -142.8% | -85.6% |
| All | +599.6% | +197.9% | +401.7% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling