+88.5%
MA vs IWD
+72.9%
+15.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +1.3% | +2.3% | -1.0% | -1.0% |
| 30D | +9.6% | +3.6% | +6.0% | +5.8% |
| 3M | +16.8% | +2.2% | +14.6% | +14.3% |
| 6M | +35.2% | +13.0% | +22.2% | +19.1% |
| YTD | +16.6% | +26.5% | -10.0% | -9.3% |
| 1Y | +19.8% | +30.1% | -10.4% | -9.6% |
| 3Y | +70.7% | +84.9% | -14.2% | -13.7% |
| All | +88.5% | +72.9% | +15.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling