+2,698.1%
TSLA vs IWD
+195.2%
+2,503.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +5.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.7% |
| 30D | +12.0% | -0.8% | +12.8% | +13.3% |
| 3M | -10.0% | +8.0% | -18.0% | -18.5% |
| 6M | -7.2% | +18.2% | -25.4% | -25.0% |
| YTD | -18.1% | +22.3% | -40.5% | -36.8% |
| 1Y | +6.3% | +28.9% | -22.6% | -23.1% |
| 3Y | +48.2% | +71.5% | -23.4% | -21.4% |
| 5Y | +46.5% | +73.6% | -27.1% | -20.7% |
| 10Y | +2,698.1% | +194.7% | +2,503.4% | +852.8% |
| All | +2,698.1% | +195.2% | +2,503.0% | +852.8% |
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