+11,453.7%
GOOGL vs IWD
+634.4%
+10,819.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +1.6% | +1.1% | +1.2% |
| 30D | -18.3% | +3.6% | -21.9% | -20.9% |
| 3M | -19.6% | +2.0% | -21.6% | -21.0% |
| 6M | -28.2% | +13.1% | -41.3% | -35.6% |
| YTD | -8.0% | +26.2% | -34.2% | -24.8% |
| 1Y | -0.7% | +29.6% | -30.2% | -20.6% |
| 3Y | +118.8% | +84.3% | +34.5% | +28.0% |
| 5Y | +98.9% | +73.4% | +25.4% | +24.6% |
| 10Y | +643.6% | +202.4% | +441.2% | +191.0% |
| All | +11,453.7% | +634.4% | +10,819.3% | +2,126.2% |
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 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