+11,639.4%
GOOG vs IWD
+637.6%
+11,001.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.6% |
| 7D | +1.2% | -0.6% | +1.7% | +1.6% |
| 30D | -16.7% | +3.6% | -20.3% | -19.3% |
| 3M | -15.2% | +2.7% | -17.9% | -17.2% |
| 6M | -24.8% | +13.2% | -38.0% | -32.6% |
| YTD | -7.2% | +26.8% | -34.0% | -24.5% |
| 1Y | -0.1% | +29.3% | -29.4% | -20.0% |
| 3Y | +118.8% | +85.1% | +33.7% | +27.6% |
| 5Y | +99.9% | +74.2% | +25.7% | +24.8% |
| 10Y | +678.2% | +204.6% | +473.6% | +202.6% |
| All | +11,639.4% | +637.6% | +11,001.8% | +2,153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling