+22,391.8%
TSLA vs IWD
+561.1%
+21,830.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.7% |
| 7D | -10.4% | -0.5% | -9.9% | -9.8% |
| 30D | -5.2% | +2.7% | -7.8% | -8.2% |
| 3M | +12.1% | +0.9% | +11.2% | +11.1% |
| 6M | -10.2% | +10.5% | -20.7% | -20.4% |
| YTD | -20.3% | +23.7% | -44.0% | -38.7% |
| 1Y | -19.7% | +28.7% | -48.4% | -41.2% |
| 3Y | +63.4% | +79.7% | -16.3% | -16.8% |
| 5Y | -12.1% | +69.7% | -81.8% | -50.3% |
| 10Y | +2,719.7% | +211.4% | +2,508.3% | +711.1% |
| All | +22,391.8% | +561.1% | +21,830.8% | +2,950.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling