+607.1%
MS vs IWD
+207.5%
+399.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | -1.6% | -0.5% | -1.1% | -0.7% |
| 30D | -3.8% | +2.7% | -6.4% | -7.2% |
| 3M | -14.6% | +0.9% | -15.5% | -15.5% |
| 6M | -5.1% | +10.5% | -15.6% | -17.8% |
| YTD | +4.5% | +23.7% | -19.2% | -22.9% |
| 1Y | +13.5% | +28.7% | -15.2% | -21.0% |
| 3Y | +160.4% | +79.7% | +80.7% | +14.2% |
| 5Y | +112.9% | +69.7% | +43.2% | +2.5% |
| All | +607.1% | +207.5% | +399.6% | +20.2% |
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