+30.2%
MGY vs IWD
+69.9%
-39.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.0% |
| 7D | +1.5% | -1.2% | +2.7% | +2.7% |
| 30D | +6.8% | -1.6% | +8.5% | +8.5% |
| 3M | +2.6% | +7.0% | -4.4% | -5.5% |
| 6M | -3.1% | +17.0% | -20.1% | -20.7% |
| YTD | +29.4% | +21.6% | +7.8% | +0.1% |
| 1Y | +22.3% | +28.0% | -5.7% | -12.0% |
| All | +30.2% | +69.9% | -39.7% | -34.8% |
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