+202.4%
IWD vs SGI
+356.4%
-154.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.3% |
| 30D | +3.6% | +0.9% | +2.6% | +3.2% |
| 3M | +2.0% | -2.9% | +4.9% | +2.3% |
| 6M | +13.1% | -9.0% | +22.0% | +14.3% |
| YTD | +26.2% | -29.2% | +55.4% | +33.5% |
| 1Y | +29.6% | -32.3% | +61.8% | +38.3% |
| 3Y | +84.3% | +72.4% | +11.9% | +59.8% |
| 5Y | +73.4% | +50.6% | +22.8% | +49.3% |
| 10Y | +202.4% | +335.2% | -132.8% | +100.2% |
| All | +202.4% | +356.4% | -154.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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