+194.7%
IWD vs SFM
+293.3%
-98.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.1% |
| 7D | -0.2% | -5.8% | +5.7% | +0.5% |
| 30D | -0.8% | -11.4% | +10.6% | +0.5% |
| 3M | +8.0% | -12.2% | +20.2% | +9.3% |
| 6M | +18.2% | -5.2% | +23.3% | +18.0% |
| YTD | +22.3% | -4.5% | +26.8% | +21.8% |
| 1Y | +28.9% | -45.4% | +74.3% | +37.0% |
| 3Y | +71.5% | +91.1% | -19.6% | +52.7% |
| 5Y | +73.6% | +226.8% | -153.2% | +41.1% |
| 10Y | +194.7% | +291.9% | -97.2% | +124.2% |
| All | +194.7% | +293.3% | -98.6% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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