+1,210.4%
AAPL vs IWD
+195.2%
+1,015.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | -2.7% | -0.2% | -2.6% | -2.6% |
| 30D | +1.0% | -0.8% | +1.8% | +1.8% |
| 3M | +5.0% | +8.0% | -3.1% | -3.1% |
| 6M | +23.0% | +18.2% | +4.9% | +3.8% |
| YTD | +16.6% | +22.3% | -5.7% | -5.1% |
| 1Y | +33.4% | +28.9% | +4.5% | +2.9% |
| 3Y | +79.9% | +71.5% | +8.3% | +4.1% |
| 5Y | +109.0% | +73.6% | +35.4% | +21.1% |
| 10Y | +1,210.4% | +194.7% | +1,015.7% | +400.8% |
| All | +1,210.4% | +195.2% | +1,015.3% | +400.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling