+622.2%
GOOGL vs IWD
+212.1%
+410.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | -0.7% |
| 7D | +3.3% | +1.3% | +2.0% | +2.1% |
| 30D | -18.1% | +3.6% | -21.6% | -20.9% |
| 3M | -18.6% | +2.3% | -21.0% | -20.5% |
| 6M | -28.0% | +13.0% | -41.1% | -36.0% |
| YTD | -7.8% | +26.2% | -33.9% | -26.0% |
| 1Y | +3.6% | +30.5% | -26.8% | -19.4% |
| 3Y | +123.4% | +86.2% | +37.1% | +22.7% |
| 5Y | +95.3% | +72.9% | +22.5% | +16.6% |
| 10Y | +622.2% | +205.0% | +417.2% | +185.2% |
| All | +622.2% | +212.1% | +410.1% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling