+834.9%
MSCI vs IWD
+202.4%
+632.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -0.7% | +1.7% | -2.4% | -2.4% |
| 30D | +16.2% | +3.2% | +12.9% | +12.5% |
| 3M | +16.1% | +2.3% | +13.8% | +13.6% |
| 6M | +12.9% | +12.9% | 0.0% | -0.9% |
| YTD | +14.8% | +26.2% | -11.4% | -10.8% |
| 1Y | +13.8% | +28.3% | -14.5% | -13.2% |
| 3Y | +31.2% | +84.4% | -53.1% | -33.0% |
| 5Y | +5.6% | +73.0% | -67.4% | -41.0% |
| All | +834.9% | +202.4% | +632.6% | +198.5% |
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