-63.9%
XYZ vs IWD
+68.9%
-132.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.6% |
| 7D | +12.1% | -0.5% | +12.6% | +14.0% |
| 30D | +12.4% | +2.7% | +9.7% | +6.3% |
| 3M | +8.2% | +0.9% | +7.3% | +6.8% |
| 6M | +20.7% | +10.5% | +10.1% | -4.3% |
| YTD | +31.3% | +23.7% | +7.6% | -20.3% |
| 1Y | +20.5% | +28.7% | -8.2% | -33.7% |
| 3Y | +72.6% | +79.7% | -7.1% | -59.8% |
| All | -63.9% | +68.9% | -132.8% | -89.2% |
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