+3.3%
MSFT vs IWD
+30.1%
-26.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -6.2% | -0.6% | -5.7% | -6.0% |
| 30D | -3.7% | +3.6% | -7.3% | -5.2% |
| 3M | +3.6% | +2.7% | +1.0% | +2.3% |
| 6M | +26.8% | +13.2% | +13.6% | +23.7% |
| YTD | +8.4% | +26.8% | -18.3% | +3.6% |
| 1Y | +3.3% | +29.3% | -26.0% | -1.3% |
| All | +3.3% | +30.1% | -26.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling