+22,131.9%
TSLA vs IWD
+559.1%
+21,572.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.9% |
| 30D | +10.1% | +0.6% | +9.5% | +9.4% |
| 3M | -15.4% | +7.2% | -22.6% | -22.2% |
| 6M | -12.8% | +16.2% | -29.0% | -27.5% |
| YTD | -21.3% | +23.3% | -44.6% | -39.2% |
| 1Y | +4.6% | +29.6% | -25.0% | -23.9% |
| 3Y | +44.5% | +70.5% | -25.9% | -21.5% |
| 5Y | +44.8% | +73.5% | -28.7% | -20.2% |
| 10Y | +2,585.4% | +198.3% | +2,387.1% | +711.6% |
| All | +22,131.9% | +559.1% | +21,572.8% | +2,925.0% |
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