+28.0%
IWD vs SGI
-20.0%
+48.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -1.6% | +5.5% | -7.2% | -2.5% |
| 3M | +7.0% | -3.6% | +10.6% | +7.3% |
| 6M | +17.0% | -15.0% | +32.0% | +18.9% |
| YTD | +21.6% | -23.0% | +44.7% | +25.0% |
| 1Y | +28.0% | -18.4% | +46.4% | +32.6% |
| All | +28.0% | -20.0% | +48.0% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling