+198.1%
IWD vs SIRI
-10.2%
+208.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -0.8% | +2.5% | -3.3% | -1.4% |
| 3M | +6.9% | +6.6% | +0.3% | +5.3% |
| 6M | +18.3% | +32.9% | -14.6% | +11.0% |
| YTD | +22.4% | +50.5% | -28.1% | +11.6% |
| 1Y | +27.4% | +28.0% | -0.5% | +19.8% |
| 3Y | +71.2% | -22.4% | +93.6% | +70.5% |
| 5Y | +75.7% | -41.3% | +117.0% | +78.3% |
| All | +198.1% | -10.2% | +208.3% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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