+692.8%
GOOGL vs IWD
+203.0%
+489.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +3.9% | +2.3% | +1.6% | +1.6% |
| 30D | -14.9% | +3.6% | -18.5% | -17.9% |
| 3M | -14.6% | +2.2% | -16.7% | -16.4% |
| 6M | -26.4% | +13.0% | -39.4% | -34.6% |
| YTD | -5.3% | +26.5% | -31.8% | -24.3% |
| 1Y | +6.5% | +30.1% | -23.7% | -17.1% |
| 3Y | +126.0% | +84.9% | +41.2% | +24.9% |
| 5Y | +100.8% | +73.4% | +27.5% | +19.5% |
| All | +692.8% | +203.0% | +489.8% | +194.4% |
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