-7.6%
TSLA vs IWD
+68.9%
-76.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.9% |
| 7D | -10.4% | -0.5% | -9.9% | -9.6% |
| 30D | -5.2% | +2.7% | -7.8% | -9.6% |
| 3M | +12.1% | +0.9% | +11.2% | +10.5% |
| 6M | -10.2% | +10.5% | -20.7% | -24.7% |
| YTD | -20.3% | +23.7% | -44.0% | -45.6% |
| 1Y | -19.7% | +28.7% | -48.4% | -49.1% |
| 3Y | +63.4% | +79.7% | -16.3% | -39.4% |
| All | -7.6% | +68.9% | -76.5% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling