-7.7%
TSLA vs IWD
+28.5%
-36.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +15.6% | +1.7% | +14.0% | +12.7% |
| 30D | +5.9% | +3.2% | +2.7% | +1.4% |
| 3M | +21.4% | +2.3% | +19.1% | +17.8% |
| 6M | -8.3% | +12.9% | -21.2% | -22.8% |
| YTD | -11.6% | +26.2% | -37.9% | -35.6% |
| 1Y | -7.7% | +28.3% | -36.0% | -34.4% |
| All | -7.7% | +28.5% | -36.2% | -34.4% |
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