+404.3%
META vs IWD
+207.5%
+196.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.3% |
| 30D | -15.4% | +2.7% | -18.1% | -17.7% |
| 3M | +3.5% | +0.9% | +2.6% | +2.6% |
| 6M | -0.3% | +10.5% | -10.8% | -10.0% |
| YTD | -7.3% | +23.7% | -31.0% | -25.4% |
| 1Y | -1.1% | +28.7% | -29.8% | -23.6% |
| 3Y | +95.1% | +79.7% | +15.3% | +7.8% |
| 5Y | +80.6% | +69.7% | +10.9% | +8.6% |
| All | +404.3% | +207.5% | +196.8% | +101.2% |
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