+514.9%
MKSI vs IWD
+203.8%
+311.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.6% |
| 7D | +2.7% | -0.8% | +3.5% | +4.0% |
| 30D | -12.8% | -0.8% | -11.9% | -11.9% |
| 3M | -22.5% | +6.9% | -29.4% | -31.0% |
| 6M | +19.4% | +18.3% | +1.1% | -8.9% |
| YTD | +67.7% | +22.4% | +45.4% | +21.6% |
| 1Y | +131.4% | +27.4% | +104.0% | +58.2% |
| 3Y | +197.3% | +71.2% | +126.2% | +37.0% |
| 5Y | +87.0% | +75.7% | +11.2% | -13.2% |
| All | +514.9% | +203.8% | +311.1% | +44.2% |
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 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