+1,563.7%
META vs IWD
+456.6%
+1,107.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.1% |
| 7D | +2.9% | +2.5% | +0.3% | +0.3% |
| 30D | -15.1% | +6.0% | -21.1% | -19.9% |
| 3M | +7.2% | +3.8% | +3.5% | +3.4% |
| 6M | +3.4% | +16.3% | -13.0% | -11.1% |
| YTD | -4.3% | +27.5% | -31.8% | -24.9% |
| 1Y | +0.8% | +32.8% | -32.0% | -24.1% |
| 3Y | +102.2% | +84.3% | +17.9% | +10.5% |
| 5Y | +89.4% | +75.7% | +13.7% | +11.8% |
| 10Y | +426.7% | +220.9% | +205.8% | +80.8% |
| All | +1,563.7% | +456.6% | +1,107.1% | +326.2% |
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 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