+894.4%
MSFT vs IWD
+205.2%
+689.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.7% |
| 7D | -6.2% | -0.6% | -5.7% | -5.7% |
| 30D | -3.7% | +3.6% | -7.3% | -6.8% |
| 3M | +3.6% | +2.7% | +1.0% | +1.3% |
| 6M | +26.8% | +13.2% | +13.6% | +13.0% |
| YTD | +8.4% | +26.8% | -18.3% | -13.6% |
| 1Y | +3.3% | +29.3% | -26.0% | -19.3% |
| 3Y | +44.3% | +85.1% | -40.9% | -21.7% |
| 5Y | +63.3% | +74.2% | -10.9% | -5.1% |
| 10Y | +894.4% | +204.6% | +689.8% | +250.9% |
| All | +894.4% | +205.2% | +689.1% | +250.9% |
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