+126.0%
GOOGL vs IWD
+85.1%
+40.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +3.9% | +2.3% | +1.6% | +1.9% |
| 30D | -14.9% | +3.6% | -18.5% | -17.6% |
| 3M | -14.6% | +2.2% | -16.7% | -16.2% |
| 6M | -26.4% | +13.0% | -39.4% | -33.8% |
| YTD | -5.3% | +26.5% | -31.8% | -22.2% |
| 1Y | +6.5% | +30.1% | -23.7% | -14.4% |
| 3Y | +126.0% | +84.9% | +41.2% | +59.3% |
| All | +126.0% | +85.1% | +40.9% | +59.3% |
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