+93.4%
META vs IWD
+79.4%
+14.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -1.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.1% |
| 30D | -18.1% | +2.6% | -20.7% | -20.4% |
| 3M | +2.9% | +1.2% | +1.6% | +1.5% |
| 6M | +0.2% | +12.1% | -11.9% | -11.4% |
| YTD | -8.1% | +24.1% | -32.2% | -27.3% |
| 1Y | -4.5% | +28.5% | -33.0% | -27.3% |
| All | +93.4% | +79.4% | +14.1% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling