+70.1%
IWD vs SIRI
-24.2%
+94.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.2% | -3.9% | +2.7% | -0.7% |
| 30D | -1.6% | -0.8% | -0.8% | -1.6% |
| 3M | +7.0% | +4.3% | +2.7% | +6.4% |
| 6M | +17.0% | +34.1% | -17.1% | +12.8% |
| YTD | +21.6% | +47.3% | -25.7% | +15.9% |
| 1Y | +28.0% | +22.9% | +5.1% | +24.3% |
| All | +70.1% | -24.2% | +94.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling