+62.8%
META vs IWD
+73.6%
-10.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.9% |
| 7D | +6.7% | -0.3% | +7.0% | +7.1% |
| 30D | +4.8% | +0.6% | +4.2% | +4.0% |
| 3M | -1.6% | +7.2% | -8.9% | -10.6% |
| 6M | -7.5% | +16.2% | -23.7% | -24.9% |
| YTD | -6.4% | +23.3% | -29.7% | -30.2% |
| 1Y | -17.3% | +29.6% | -46.9% | -42.5% |
| 3Y | +109.9% | +70.5% | +39.5% | -4.5% |
| All | +62.8% | +73.6% | -10.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling