-63.7%
XYZ vs IWD
+72.9%
-136.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.3% |
| 7D | -1.1% | +2.3% | -3.3% | -6.2% |
| 30D | +11.5% | +3.6% | +7.9% | +3.3% |
| 3M | +1.8% | +2.2% | -0.4% | -2.4% |
| 6M | +21.2% | +13.0% | +8.2% | -8.6% |
| YTD | +29.9% | +26.5% | +3.4% | -25.2% |
| 1Y | +35.8% | +30.1% | +5.6% | -27.1% |
| 3Y | +62.6% | +84.9% | -22.3% | -64.6% |
| All | -63.7% | +72.9% | -136.6% | -89.7% |
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 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