+569.6%
MA vs IWD
+205.2%
+364.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.2% |
| 30D | +11.0% | +3.6% | +7.4% | +6.8% |
| 3M | +17.9% | +2.7% | +15.2% | +14.6% |
| 6M | +33.2% | +13.2% | +19.9% | +15.9% |
| YTD | +16.5% | +26.8% | -10.3% | -11.0% |
| 1Y | +19.1% | +29.3% | -10.2% | -11.0% |
| 3Y | +70.6% | +85.1% | -14.6% | -15.8% |
| 5Y | +92.1% | +74.2% | +17.9% | +2.5% |
| 10Y | +569.6% | +204.6% | +365.0% | +98.8% |
| All | +569.6% | +205.2% | +364.3% | +98.8% |
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