+13,444.1%
GOOG vs IWD
+617.7%
+12,826.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.5% |
| 7D | -2.1% | -0.3% | -1.9% | -1.9% |
| 30D | -6.8% | +0.6% | -7.4% | -7.3% |
| 3M | -9.1% | +7.2% | -16.3% | -14.4% |
| 6M | +10.7% | +16.2% | -5.5% | -2.6% |
| YTD | +7.1% | +23.3% | -16.3% | -10.6% |
| 1Y | +44.6% | +29.6% | +15.1% | +15.7% |
| 3Y | +147.4% | +70.5% | +77.0% | +55.2% |
| 5Y | +133.8% | +73.5% | +60.3% | +46.7% |
| 10Y | +777.5% | +198.3% | +579.2% | +247.8% |
| All | +13,444.1% | +617.7% | +12,826.4% | +2,565.2% |
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