+521.8%
MA vs IWD
+197.9%
+323.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | +1.5% | +0.6% | +0.9% | +0.9% |
| 3M | +20.4% | +7.2% | +13.2% | +11.3% |
| 6M | +11.1% | +16.2% | -5.1% | -6.4% |
| YTD | +2.0% | +23.3% | -21.4% | -19.7% |
| 1Y | -2.2% | +29.6% | -31.7% | -27.1% |
| 3Y | +41.9% | +70.5% | -28.6% | -23.0% |
| 5Y | +75.4% | +73.5% | +1.9% | -5.9% |
| All | +521.8% | +197.9% | +323.9% | +92.0% |
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 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