+609.8%
MS vs IWD
+726.5%
-116.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.5% |
| 7D | +1.4% | -0.3% | +1.6% | +1.9% |
| 30D | -0.3% | +0.6% | -0.8% | -1.3% |
| 3M | +0.3% | +7.2% | -6.9% | -11.9% |
| 6M | +31.3% | +16.2% | +15.1% | -0.4% |
| YTD | +24.7% | +23.3% | +1.3% | -15.0% |
| 1Y | +47.9% | +29.6% | +18.3% | -7.9% |
| 3Y | +178.3% | +70.5% | +107.9% | +6.1% |
| 5Y | +144.9% | +73.5% | +71.4% | -10.6% |
| 10Y | +804.5% | +198.3% | +606.2% | +17.0% |
| All | +609.8% | +726.5% | -116.7% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling