+120.7%
GOOGL vs IWD
+78.7%
+42.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | +1.8% | -0.5% | +2.2% | +2.2% |
| 30D | -18.8% | +2.7% | -21.4% | -20.7% |
| 3M | -20.3% | +0.9% | -21.2% | -21.0% |
| 6M | -28.4% | +10.5% | -38.9% | -34.3% |
| YTD | -8.8% | +23.7% | -32.5% | -23.6% |
| 1Y | +0.3% | +28.7% | -28.5% | -18.6% |
| 3Y | +120.7% | +79.7% | +41.0% | +53.8% |
| All | +120.7% | +78.7% | +42.0% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling