+73.2%
IWD vs SITM
+73.6%
-0.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.7% |
| 7D | +2.3% | +6.6% | -4.3% | +1.6% |
| 30D | +3.6% | -15.3% | +18.9% | +4.6% |
| 3M | +2.2% | -35.4% | +37.5% | +5.2% |
| 6M | +13.0% | -46.8% | +59.7% | +17.3% |
| YTD | +26.5% | +25.9% | +0.7% | +18.9% |
| 1Y | +30.1% | +54.0% | -23.9% | +19.5% |
| 3Y | +84.9% | +315.6% | -230.7% | +43.1% |
| All | +73.2% | +73.6% | -0.4% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling