+46.2%
TSLA vs IWF
+72.9%
-26.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +3.0% | +0.5% | +2.5% | +2.1% |
| 30D | +11.2% | -1.4% | +12.5% | +14.0% |
| 3M | -7.3% | +0.4% | -7.7% | -7.1% |
| 6M | -7.7% | +8.5% | -16.2% | -18.7% |
| YTD | -18.2% | +3.7% | -21.9% | -22.2% |
| 1Y | +6.0% | +8.5% | -2.5% | -5.9% |
| 3Y | +48.0% | +78.5% | -30.5% | -37.9% |
| 5Y | +46.2% | +73.6% | -27.5% | -28.7% |
| All | +46.2% | +72.9% | -26.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling