+11,715.7%
GOOG vs IWD
+636.2%
+11,079.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +3.0% | +2.3% | +0.7% | +1.0% |
| 30D | -14.9% | +3.6% | -18.5% | -17.6% |
| 3M | -14.9% | +2.2% | -17.0% | -16.5% |
| 6M | -26.6% | +13.0% | -39.6% | -34.1% |
| YTD | -6.6% | +26.5% | -33.1% | -23.9% |
| 1Y | +5.1% | +30.1% | -25.1% | -16.4% |
| 3Y | +121.0% | +84.9% | +36.1% | +29.0% |
| 5Y | +97.3% | +73.4% | +24.0% | +23.6% |
| 10Y | +683.2% | +204.0% | +479.2% | +205.0% |
| All | +11,715.7% | +636.2% | +11,079.5% | +2,171.2% |
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