+1,527.5%
META vs IWD
+438.5%
+1,089.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.7% |
| 7D | +6.7% | -0.3% | +7.0% | +7.0% |
| 30D | +4.8% | +0.6% | +4.2% | +4.2% |
| 3M | -1.6% | +7.2% | -8.9% | -8.2% |
| 6M | -7.5% | +16.2% | -23.7% | -20.3% |
| YTD | -6.4% | +23.3% | -29.7% | -24.0% |
| 1Y | -17.3% | +29.6% | -46.9% | -36.1% |
| 3Y | +109.9% | +70.5% | +39.5% | +24.0% |
| 5Y | +65.4% | +73.5% | -8.1% | -0.8% |
| 10Y | +391.8% | +198.3% | +193.5% | +81.0% |
| All | +1,527.5% | +438.5% | +1,089.0% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling