+72.1%
MA vs IWD
+78.7%
-6.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.3% | -0.5% | +2.8% | +2.8% |
| 30D | +14.7% | +2.7% | +12.0% | +12.3% |
| 3M | +13.5% | +0.9% | +12.6% | +12.8% |
| 6M | +33.1% | +10.5% | +22.6% | +22.3% |
| YTD | +15.1% | +23.7% | -8.6% | -4.7% |
| 1Y | +18.7% | +28.7% | -10.0% | -5.2% |
| 3Y | +72.1% | +79.7% | -7.6% | +11.7% |
| All | +72.1% | +78.7% | -6.7% | +11.7% |
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