+27.4%
IWD vs SITM
+155.7%
-128.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.7% |
| 7D | -0.8% | +3.9% | -4.6% | -0.9% |
| 30D | -0.8% | -6.6% | +5.7% | -0.7% |
| 3M | +6.9% | -11.9% | +18.8% | +7.2% |
| 6M | +18.3% | +81.1% | -62.9% | +12.8% |
| YTD | +22.4% | +80.0% | -57.6% | +16.6% |
| 1Y | +27.4% | +145.8% | -118.4% | +19.7% |
| All | +27.4% | +155.7% | -128.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling