+2,745.6%
MSFT vs IWD
+728.9%
+2,016.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.7% | -0.5% | +2.1% | +2.2% |
| 30D | +0.2% | +2.7% | -2.5% | -2.1% |
| 3M | +6.4% | +0.9% | +5.5% | +5.7% |
| 6M | +28.7% | +10.5% | +18.2% | +17.3% |
| YTD | +10.4% | +23.7% | -13.3% | -9.6% |
| 1Y | +7.6% | +28.7% | -21.1% | -15.2% |
| 3Y | +52.3% | +79.7% | -27.4% | -13.0% |
| 5Y | +64.5% | +69.7% | -5.2% | +0.2% |
| 10Y | +917.8% | +211.4% | +706.4% | +251.8% |
| All | +2,745.6% | +728.9% | +2,016.7% | +264.0% |
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