+700.7%
GOOGL vs IWD
+202.4%
+498.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +5.7% | +1.7% | +4.0% | +4.0% |
| 30D | -15.6% | +3.2% | -18.8% | -18.2% |
| 3M | -13.0% | +2.3% | -15.3% | -15.0% |
| 6M | -22.8% | +12.9% | -35.7% | -31.3% |
| YTD | -4.4% | +26.2% | -30.6% | -23.3% |
| 1Y | +4.5% | +28.3% | -23.8% | -17.5% |
| 3Y | +127.4% | +84.4% | +43.0% | +26.0% |
| 5Y | +102.8% | +73.0% | +29.8% | +20.9% |
| All | +700.7% | +202.4% | +498.3% | +198.0% |
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