+578.8%
MS vs IWD
+212.1%
+366.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +0.2% |
| 7D | +0.7% | +1.3% | -0.5% | -0.9% |
| 30D | -0.9% | +3.6% | -4.5% | -5.7% |
| 3M | -13.0% | +2.3% | -15.3% | -15.7% |
| 6M | -2.0% | +13.0% | -15.0% | -17.8% |
| YTD | +7.8% | +26.2% | -18.4% | -22.7% |
| 1Y | +17.9% | +30.5% | -12.6% | -19.5% |
| 3Y | +174.8% | +86.2% | +88.6% | +14.7% |
| 5Y | +119.9% | +72.9% | +47.0% | +3.2% |
| 10Y | +578.8% | +205.0% | +373.8% | +32.9% |
| All | +578.8% | +212.1% | +366.8% | +32.9% |
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