+4.9%
MSCI vs IWD
+72.9%
-68.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -1.5% |
| 7D | +1.5% | +1.3% | +0.2% | 0.0% |
| 30D | +14.4% | +3.6% | +10.8% | +9.9% |
| 3M | +15.2% | +2.3% | +12.9% | +12.3% |
| 6M | +11.2% | +13.0% | -1.8% | -4.0% |
| YTD | +13.9% | +26.2% | -12.2% | -14.5% |
| 1Y | +12.5% | +30.5% | -18.0% | -19.1% |
| 3Y | +32.3% | +86.2% | -53.9% | -42.6% |
| 5Y | +4.9% | +72.9% | -68.0% | -47.7% |
| All | +4.9% | +72.9% | -68.1% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling