+554.8%
MA vs IWD
+212.1%
+342.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -1.7% |
| 7D | -0.3% | +1.3% | -1.6% | -1.7% |
| 30D | +11.3% | +3.6% | +7.7% | +7.1% |
| 3M | +16.7% | +2.3% | +14.3% | +13.8% |
| 6M | +32.8% | +13.0% | +19.7% | +15.7% |
| YTD | +15.6% | +26.2% | -10.6% | -11.2% |
| 1Y | +19.6% | +30.5% | -10.9% | -11.6% |
| 3Y | +72.1% | +86.2% | -14.1% | -15.6% |
| 5Y | +96.0% | +72.9% | +23.2% | +5.5% |
| 10Y | +554.8% | +205.0% | +349.7% | +101.3% |
| All | +554.8% | +212.1% | +342.7% | +101.3% |
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