-61.6%
XYZ vs IWD
+72.9%
-134.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | -1.2% |
| 7D | +14.9% | +1.3% | +13.6% | +12.2% |
| 30D | +14.7% | +3.6% | +11.1% | +6.2% |
| 3M | +12.1% | +2.3% | +9.8% | +7.0% |
| 6M | +18.3% | +13.0% | +5.3% | -11.0% |
| YTD | +36.1% | +26.2% | +9.9% | -21.2% |
| 1Y | +35.3% | +30.5% | +4.8% | -27.7% |
| 3Y | +73.5% | +86.2% | -12.7% | -63.1% |
| 5Y | -61.6% | +72.9% | -134.5% | -89.1% |
| All | -61.6% | +72.9% | -134.6% | -89.1% |
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 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