+122.5%
IWD vs SITM
+4,608.4%
-4,485.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.3% |
| 7D | -0.3% | +9.7% | -10.0% | -1.2% |
| 30D | +0.6% | +12.7% | -12.1% | -1.2% |
| 3M | +7.2% | -13.4% | +20.6% | +7.4% |
| 6M | +16.2% | +59.6% | -43.4% | +7.9% |
| YTD | +23.3% | +73.3% | -50.0% | +13.0% |
| 1Y | +29.6% | +165.5% | -136.0% | +12.2% |
| 3Y | +70.5% | +368.7% | -298.3% | +30.9% |
| 5Y | +73.5% | +172.5% | -99.0% | +32.0% |
| All | +122.5% | +4,608.4% | -4,485.9% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling