+194.7%
IWD vs SBAC
+76.8%
+117.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.8% | +3.2% | -4.0% | -1.7% |
| 3M | +8.0% | -5.1% | +13.1% | +9.1% |
| 6M | +18.2% | -2.1% | +20.3% | +17.4% |
| YTD | +22.3% | -0.5% | +22.8% | +20.6% |
| 1Y | +28.9% | +1.1% | +27.8% | +26.3% |
| 3Y | +71.5% | -7.4% | +79.0% | +68.6% |
| 5Y | +73.6% | -44.3% | +117.9% | +98.5% |
| 10Y | +194.7% | +77.6% | +117.1% | +161.8% |
| All | +194.7% | +76.8% | +117.9% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling