+667.8%
IWD vs SGI
+1,862.0%
-1,194.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.0% |
| 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% | +33.0% |
| 1Y | +29.6% | -32.3% | +61.8% | +37.7% |
| 3Y | +84.3% | +72.4% | +11.9% | +61.6% |
| 5Y | +73.4% | +50.6% | +22.8% | +51.4% |
| 10Y | +202.4% | +335.2% | -132.8% | +97.3% |
| All | +667.8% | +1,862.0% | -1,194.2% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling