+20.5%
XYZ vs IWD
+28.1%
-7.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.4% |
| 7D | +12.1% | -0.5% | +12.6% | +13.7% |
| 30D | +12.4% | +2.7% | +9.7% | +8.0% |
| 3M | +8.2% | +0.9% | +7.3% | +7.4% |
| 6M | +20.7% | +10.5% | +10.1% | +2.6% |
| YTD | +31.3% | +23.7% | +7.6% | -6.3% |
| 1Y | +20.5% | +28.7% | -8.2% | -19.6% |
| All | +20.5% | +28.1% | -7.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling