+553.1%
MA vs IWD
+207.5%
+345.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.9% |
| 30D | +14.7% | +2.7% | +12.0% | +11.5% |
| 3M | +13.5% | +0.9% | +12.6% | +12.5% |
| 6M | +33.1% | +10.5% | +22.6% | +18.9% |
| YTD | +15.1% | +23.7% | -8.6% | -9.7% |
| 1Y | +18.7% | +28.7% | -10.0% | -10.9% |
| 3Y | +72.1% | +79.7% | -7.6% | -12.1% |
| 5Y | +92.8% | +69.7% | +23.1% | +6.0% |
| All | +553.1% | +207.5% | +345.6% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling