+96.0%
MA vs IWD
+72.9%
+23.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -1.6% |
| 7D | -0.3% | +1.3% | -1.6% | -1.6% |
| 30D | +11.3% | +3.6% | +7.7% | +7.4% |
| 3M | +16.7% | +2.3% | +14.3% | +14.0% |
| 6M | +32.8% | +13.0% | +19.7% | +16.9% |
| YTD | +15.6% | +26.2% | -10.6% | -9.8% |
| 1Y | +19.6% | +30.5% | -10.9% | -10.0% |
| 3Y | +72.1% | +86.2% | -14.1% | -13.7% |
| 5Y | +96.0% | +72.9% | +23.2% | +10.2% |
| All | +96.0% | +72.9% | +23.1% | +10.2% |
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