+15.9%
MS vs IWD
+29.9%
-14.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +0.1% |
| 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% | -18.1% |
| YTD | +7.8% | +26.2% | -18.4% | -23.1% |
| All | +15.9% | +29.9% | -14.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling