+133.7%
GOOG vs IWD
+73.8%
+59.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.9% |
| 7D | +1.1% | -0.2% | +1.2% | +1.3% |
| 30D | -5.1% | -0.8% | -4.3% | -4.2% |
| 3M | -7.1% | +8.0% | -15.1% | -14.5% |
| 6M | +12.7% | +18.2% | -5.5% | -5.7% |
| YTD | +7.1% | +22.3% | -15.2% | -13.8% |
| 1Y | +43.6% | +28.9% | +14.7% | +9.3% |
| 3Y | +146.8% | +71.5% | +75.2% | +33.0% |
| 5Y | +133.7% | +73.6% | +60.1% | +25.8% |
| All | +133.7% | +73.8% | +59.8% | +25.8% |
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 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