+15,692.2%
MA vs IWD
+466.5%
+15,225.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | +0.3% |
| 7D | +3.2% | -0.9% | +4.1% | +4.2% |
| 30D | +15.9% | +2.6% | +13.3% | +12.9% |
| 3M | +15.2% | +1.2% | +13.9% | +13.7% |
| 6M | +32.4% | +12.1% | +20.3% | +16.9% |
| YTD | +15.6% | +24.1% | -8.5% | -8.7% |
| 1Y | +19.3% | +28.5% | -9.2% | -9.2% |
| 3Y | +73.0% | +79.5% | -6.5% | -8.4% |
| 5Y | +93.7% | +70.3% | +23.4% | +9.4% |
| 10Y | +575.0% | +212.5% | +362.4% | +104.3% |
| All | +15,692.2% | +466.5% | +15,225.6% | +2,928.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling