+41.1%
TSLA vs IWD
+73.6%
-32.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -4.7% |
| 7D | +1.5% | -0.3% | +1.8% | +2.1% |
| 30D | +10.1% | +0.6% | +9.5% | +9.1% |
| 3M | -15.4% | +7.2% | -22.6% | -25.0% |
| 6M | -12.8% | +16.2% | -29.0% | -33.0% |
| YTD | -21.3% | +23.3% | -44.6% | -45.7% |
| 1Y | +4.6% | +29.6% | -25.0% | -33.9% |
| 3Y | +44.5% | +70.5% | -25.9% | -40.5% |
| All | +41.1% | +73.6% | -32.6% | -41.3% |
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