+13,507.3%
GOOGL vs IWD
+617.7%
+12,889.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.0% |
| 30D | -6.6% | +0.6% | -7.1% | -7.0% |
| 3M | -8.9% | +7.2% | -16.2% | -14.3% |
| 6M | +11.9% | +16.2% | -4.3% | -1.6% |
| YTD | +8.3% | +23.3% | -15.0% | -9.6% |
| 1Y | +46.2% | +29.6% | +16.6% | +17.0% |
| 3Y | +151.9% | +70.5% | +81.4% | +58.0% |
| 5Y | +137.7% | +73.5% | +64.2% | +49.1% |
| 10Y | +757.6% | +198.3% | +559.2% | +240.0% |
| All | +13,507.3% | +617.7% | +12,889.6% | +2,577.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling