-64.6%
XYZ vs IWD
+70.2%
-134.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | +2.1% |
| 7D | +9.2% | -0.9% | +10.1% | +12.2% |
| 30D | +9.8% | +2.6% | +7.2% | +3.9% |
| 3M | -0.2% | +1.2% | -1.4% | -2.3% |
| 6M | +18.0% | +12.1% | +5.8% | -9.6% |
| YTD | +29.1% | +24.1% | +5.0% | -22.3% |
| 1Y | +14.1% | +28.5% | -14.4% | -36.9% |
| 3Y | +72.6% | +79.5% | -6.9% | -59.6% |
| 5Y | -64.6% | +70.3% | -134.9% | -89.6% |
| All | -64.6% | +70.2% | -134.8% | -89.6% |
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 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