+2,883.7%
TSLA vs IWD
+212.1%
+2,671.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +2.9% |
| 7D | -6.4% | +1.3% | -7.6% | -7.8% |
| 30D | -1.2% | +3.6% | -4.8% | -5.6% |
| 3M | +15.1% | +2.3% | +12.7% | +11.9% |
| 6M | -11.7% | +13.0% | -24.8% | -24.4% |
| YTD | -15.9% | +26.2% | -42.1% | -37.6% |
| 1Y | -12.0% | +30.5% | -42.4% | -37.5% |
| 3Y | +80.0% | +86.2% | -6.2% | -14.1% |
| 5Y | +10.8% | +72.9% | -62.1% | -40.4% |
| 10Y | +2,883.7% | +205.0% | +2,678.6% | +855.2% |
| All | +2,883.7% | +212.1% | +2,671.6% | +855.2% |
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