+11,349.2%
GOOGL vs IWD
+619.8%
+10,729.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.4% |
| YTD | -8.8% | +23.7% | -32.5% | -24.2% |
| 1Y | +0.3% | +28.7% | -28.5% | -19.4% |
| 3Y | +120.7% | +79.7% | +41.0% | +32.0% |
| 5Y | +93.1% | +69.7% | +23.4% | +23.3% |
| 10Y | +636.1% | +211.4% | +424.7% | +181.3% |
| All | +11,349.2% | +619.8% | +10,729.3% | +2,145.0% |
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 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