+84.9%
IWD vs SFM
+27.3%
+57.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.3% | +6.0% | -3.8% | +1.9% |
| 30D | +3.6% | -19.5% | +23.0% | +4.8% |
| 3M | +2.2% | -37.0% | +39.2% | +5.1% |
| 6M | +13.0% | -41.0% | +54.0% | +16.7% |
| YTD | +26.5% | -34.6% | +61.2% | +29.2% |
| 1Y | +30.1% | -36.3% | +66.4% | +33.1% |
| 3Y | +84.9% | +24.5% | +60.3% | +76.6% |
| All | +84.9% | +27.3% | +57.5% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling