+74.4%
TSLA vs IWD
+85.1%
-10.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.2% |
| 7D | +8.9% | +2.3% | +6.7% | +4.4% |
| 30D | +6.3% | +3.6% | +2.7% | -0.6% |
| 3M | +14.8% | +2.2% | +12.6% | +10.3% |
| 6M | -12.4% | +13.0% | -25.3% | -30.5% |
| YTD | -13.2% | +26.5% | -39.7% | -45.3% |
| 1Y | -2.9% | +30.1% | -33.1% | -42.3% |
| 3Y | +74.4% | +84.9% | -10.4% | -38.4% |
| All | +74.4% | +85.1% | -10.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling