+1.9%
META vs IWD
+29.9%
-28.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +3.0% |
| 7D | +5.7% | +1.3% | +4.5% | +4.4% |
| 30D | -10.8% | +3.6% | -14.3% | -13.9% |
| 3M | +8.4% | +2.3% | +6.1% | +5.9% |
| 6M | +5.4% | +13.0% | -7.7% | -6.8% |
| YTD | -2.6% | +26.2% | -28.8% | -23.9% |
| All | +1.9% | +29.9% | -28.0% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling