+69.3%
IWD vs SBAC
-40.3%
+109.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +2.7% | +11.2% | -8.5% | +0.4% |
| 3M | +0.9% | +4.5% | -3.6% | -0.2% |
| 6M | +10.5% | -12.2% | +22.7% | +13.0% |
| YTD | +23.7% | -0.1% | +23.8% | +22.2% |
| 1Y | +28.7% | -0.3% | +29.0% | +27.2% |
| 3Y | +79.7% | -8.7% | +88.4% | +78.3% |
| All | +69.3% | -40.3% | +109.7% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling