+726.5%
IWD vs SBAC
+457.8%
+268.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.6% | +6.9% | -6.3% | -0.3% |
| 3M | +7.2% | -8.2% | +15.5% | +8.2% |
| 6M | +16.2% | -1.6% | +17.8% | +15.8% |
| YTD | +23.3% | -0.1% | +23.5% | +22.5% |
| 1Y | +29.6% | -0.5% | +30.0% | +28.7% |
| 3Y | +70.5% | -9.1% | +79.5% | +70.0% |
| 5Y | +73.5% | -43.8% | +117.3% | +82.9% |
| 10Y | +198.3% | +80.5% | +117.8% | +172.0% |
| All | +726.5% | +457.8% | +268.7% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling