+72.9%
MA vs IWD
+79.4%
-6.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -0.3% |
| 7D | +3.2% | -0.9% | +4.1% | +4.0% |
| 30D | +15.9% | +2.6% | +13.3% | +13.6% |
| 3M | +15.2% | +1.2% | +13.9% | +14.1% |
| 6M | +32.4% | +12.1% | +20.3% | +20.2% |
| YTD | +15.6% | +24.1% | -8.5% | -4.5% |
| 1Y | +19.3% | +28.5% | -9.2% | -4.6% |
| All | +72.9% | +79.4% | -6.5% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling