+145.8%
GOOG vs IWD
+70.9%
+74.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | +1.1% | -0.2% | +1.2% | +1.2% |
| 30D | -5.1% | -0.8% | -4.3% | -4.4% |
| 3M | -7.1% | +8.0% | -15.1% | -13.1% |
| 6M | +12.7% | +18.2% | -5.5% | -2.3% |
| YTD | +7.1% | +22.3% | -15.2% | -9.7% |
| 1Y | +43.6% | +28.9% | +14.7% | +16.1% |
| All | +145.8% | +70.9% | +74.9% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling