+4.5%
TSLA vs IWF
+6.4%
-1.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | +0.4% |
| 7D | -3.4% | -1.7% | -1.7% | -0.5% |
| 30D | +9.2% | -1.8% | +11.1% | +12.9% |
| 3M | -4.7% | +1.5% | -6.2% | -6.1% |
| 6M | -8.9% | +7.7% | -16.6% | -17.4% |
| YTD | -19.2% | +2.7% | -21.9% | -20.1% |
| 1Y | +4.5% | +6.8% | -2.2% | -5.5% |
| All | +4.5% | +6.4% | -1.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling