+874.8%
MELI vs IWD
+203.0%
+671.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | -1.2% | +2.3% | -3.5% | -3.8% |
| 30D | -18.9% | +3.6% | -22.5% | -21.9% |
| 3M | -18.4% | +2.2% | -20.6% | -20.1% |
| 6M | -4.5% | +13.0% | -17.5% | -17.1% |
| YTD | -26.0% | +26.5% | -52.5% | -43.9% |
| 1Y | -26.6% | +30.1% | -56.7% | -46.3% |
| 3Y | +8.2% | +84.9% | -76.7% | -49.1% |
| 5Y | -6.6% | +73.4% | -80.0% | -49.8% |
| All | +874.8% | +203.0% | +671.8% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling