+2,781.3%
MSCI vs IWD
+384.7%
+2,396.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | 0.0% |
| 7D | +6.0% | -0.9% | +7.0% | +7.1% |
| 30D | +18.2% | +2.6% | +15.6% | +15.2% |
| 3M | +15.1% | +1.2% | +13.9% | +13.8% |
| 6M | +13.7% | +12.1% | +1.6% | +0.9% |
| YTD | +15.6% | +24.1% | -8.5% | -8.0% |
| 1Y | +16.3% | +28.5% | -12.2% | -10.7% |
| 3Y | +36.9% | +79.5% | -42.6% | -26.1% |
| 5Y | +6.3% | +70.3% | -64.0% | -37.8% |
| 10Y | +823.0% | +212.5% | +610.4% | +188.0% |
| All | +2,781.3% | +384.7% | +2,396.6% | +496.8% |
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