+599.5%
XYZ vs IWD
+207.5%
+392.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +12.1% | -0.5% | +12.6% | +13.6% |
| 30D | +12.4% | +2.7% | +9.7% | +8.1% |
| 3M | +8.2% | +0.9% | +7.3% | +7.4% |
| 6M | +20.7% | +10.5% | +10.1% | +2.8% |
| YTD | +31.3% | +23.7% | +7.6% | -7.0% |
| 1Y | +20.5% | +28.7% | -8.2% | -20.2% |
| 3Y | +72.6% | +79.7% | -7.1% | -31.9% |
| 5Y | -64.0% | +69.7% | -133.7% | -82.6% |
| All | +599.5% | +207.5% | +392.0% | +85.7% |
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