+74.2%
IWD vs SITM
+176.0%
-101.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -2.3% | +4.8% | -7.2% | -2.8% |
| 30D | -1.8% | -9.7% | +7.9% | -1.1% |
| 3M | +8.0% | -9.3% | +17.4% | +7.8% |
| 6M | +17.0% | +69.5% | -52.5% | +8.7% |
| YTD | +21.3% | +70.5% | -49.2% | +11.9% |
| 1Y | +27.9% | +145.3% | -117.3% | +12.8% |
| 3Y | +70.1% | +432.8% | -362.7% | +30.6% |
| 5Y | +74.2% | +174.0% | -99.9% | +32.2% |
| All | +74.2% | +176.0% | -101.9% | +32.2% |
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