+83.1%
MKSI vs IWD
+72.1%
+11.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.7% |
| 7D | +4.9% | -2.3% | +7.2% | +10.1% |
| 30D | -11.0% | -1.8% | -9.2% | -8.0% |
| 3M | -17.1% | +8.0% | -25.1% | -30.0% |
| 6M | +16.4% | +17.0% | -0.6% | -15.8% |
| YTD | +64.3% | +21.3% | +43.0% | +10.8% |
| 1Y | +137.7% | +27.9% | +109.8% | +44.8% |
| 3Y | +189.1% | +70.1% | +119.0% | +9.0% |
| 5Y | +83.1% | +74.2% | +9.0% | -27.4% |
| All | +83.1% | +72.1% | +11.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling