+38.0%
TSLA vs IWD
+70.7%
-32.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -4.6% |
| 7D | +1.5% | -0.3% | +1.8% | +2.2% |
| 30D | +10.1% | +0.6% | +9.5% | +9.0% |
| 3M | -15.4% | +7.2% | -22.6% | -25.9% |
| 6M | -12.8% | +16.2% | -29.0% | -34.8% |
| YTD | -21.3% | +23.3% | -44.6% | -47.8% |
| 1Y | +4.6% | +29.6% | -25.0% | -37.3% |
| All | +38.0% | +70.7% | -32.6% | -48.4% |
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