+4.4%
GOOGL vs IWD
+33.0%
-28.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.3% |
| 7D | -11.1% | +2.5% | -13.6% | -13.6% |
| 30D | -16.6% | +6.0% | -22.6% | -22.1% |
| 3M | -23.4% | +3.8% | -27.2% | -26.6% |
| 6M | -24.5% | +16.3% | -40.9% | -37.1% |
| YTD | -7.5% | +27.5% | -35.0% | -30.7% |
| 1Y | +4.4% | +32.8% | -28.4% | -25.5% |
| All | +4.4% | +33.0% | -28.7% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling