+176.7%
MGY vs IWD
+174.7%
+2.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | +4.5% | +2.3% | +2.2% | +1.3% |
| 30D | -0.4% | +3.6% | -4.0% | -5.6% |
| 3M | -4.3% | +2.2% | -6.5% | -7.9% |
| 6M | -12.9% | +13.0% | -25.8% | -27.3% |
| YTD | +15.2% | +26.5% | -11.3% | -18.7% |
| 1Y | +10.3% | +30.1% | -19.8% | -25.2% |
| 3Y | +23.6% | +84.9% | -61.2% | -47.9% |
| 5Y | +35.7% | +73.4% | -37.6% | -36.5% |
| All | +176.7% | +174.7% | +2.0% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling