+73.5%
MSFT vs IWD
+73.6%
-0.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | +2.7% | +0.6% | +2.1% | +2.2% |
| 3M | +17.0% | +7.2% | +9.7% | +9.9% |
| 6M | +23.8% | +16.2% | +7.6% | +7.6% |
| YTD | +4.0% | +23.3% | -19.4% | -14.8% |
| 1Y | -0.8% | +29.6% | -30.4% | -22.7% |
| 3Y | +55.6% | +70.5% | -14.9% | -10.5% |
| All | +73.5% | +73.6% | -0.2% | -2.1% |
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