+120.7%
IWD vs SITM
+4,789.7%
-4,669.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.3% |
| 7D | -0.8% | +3.9% | -4.6% | -1.2% |
| 30D | -0.8% | -6.6% | +5.7% | -0.4% |
| 3M | +6.9% | -11.9% | +18.8% | +7.0% |
| 6M | +18.3% | +81.1% | -62.9% | +8.5% |
| YTD | +22.4% | +80.0% | -57.6% | +11.6% |
| 1Y | +27.4% | +145.8% | -118.4% | +11.3% |
| 3Y | +71.2% | +475.9% | -404.7% | +28.5% |
| 5Y | +75.7% | +189.2% | -113.5% | +32.9% |
| All | +120.7% | +4,789.7% | -4,669.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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