+6.3%
MSCI vs IWD
+70.2%
-63.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | +0.4% |
| 7D | +6.0% | -0.9% | +7.0% | +7.3% |
| 30D | +18.2% | +2.6% | +15.6% | +14.8% |
| 3M | +15.1% | +1.2% | +13.9% | +13.6% |
| 6M | +13.7% | +12.1% | +1.6% | -0.9% |
| YTD | +15.6% | +24.1% | -8.5% | -11.5% |
| 1Y | +16.3% | +28.5% | -12.2% | -14.8% |
| 3Y | +36.9% | +79.5% | -42.6% | -37.6% |
| 5Y | +6.3% | +70.3% | -64.0% | -46.3% |
| All | +6.3% | +70.2% | -63.9% | -46.3% |
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