+92.9%
GOOGL vs IWD
+68.9%
+24.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +1.8% | -0.5% | +2.2% | +2.3% |
| 30D | -18.8% | +2.7% | -21.4% | -21.2% |
| 3M | -20.3% | +0.9% | -21.2% | -21.2% |
| 6M | -28.4% | +10.5% | -38.9% | -35.9% |
| YTD | -8.8% | +23.7% | -32.5% | -27.7% |
| 1Y | +0.3% | +28.7% | -28.5% | -23.8% |
| 3Y | +120.7% | +79.7% | +41.0% | +11.3% |
| All | +92.9% | +68.9% | +24.0% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling