+868.6%
MSFT vs IWD
+195.2%
+673.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.2% |
| 30D | -1.0% | -0.8% | -0.2% | -0.2% |
| 3M | +20.2% | +8.0% | +12.2% | +11.9% |
| 6M | +21.3% | +18.2% | +3.1% | +3.4% |
| YTD | +2.8% | +22.3% | -19.5% | -15.4% |
| 1Y | 0.0% | +28.9% | -28.9% | -21.9% |
| 3Y | +51.2% | +71.5% | -20.3% | -11.6% |
| 5Y | +71.4% | +73.6% | -2.2% | -0.2% |
| 10Y | +868.6% | +194.7% | +673.9% | +247.3% |
| All | +868.6% | +195.2% | +673.4% | +247.3% |
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 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