+715.1%
IWD vs SIRI
-90.1%
+805.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.2% | -3.9% | +2.7% | -0.9% |
| 30D | -1.6% | -0.8% | -0.8% | -1.6% |
| 3M | +7.0% | +4.3% | +2.7% | +6.6% |
| 6M | +17.0% | +34.1% | -17.1% | +14.2% |
| YTD | +21.6% | +47.3% | -25.7% | +17.8% |
| 1Y | +28.0% | +22.9% | +5.1% | +25.5% |
| 3Y | +70.6% | -24.6% | +95.1% | +70.8% |
| 5Y | +73.3% | -43.2% | +116.5% | +75.2% |
| 10Y | +200.5% | -12.3% | +212.8% | +194.7% |
| All | +715.1% | -90.1% | +805.2% | +637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling