+32.8%
IWD vs SM
+70.4%
-37.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +1.9% |
| 7D | +2.5% | -21.5% | +24.0% | +1.6% |
| 30D | +6.0% | -11.4% | +17.4% | +5.4% |
| 3M | +3.8% | +0.6% | +3.1% | +3.8% |
| 6M | +16.3% | +0.2% | +16.1% | +16.4% |
| YTD | +27.5% | +69.7% | -42.2% | +23.7% |
| 1Y | +32.8% | +71.6% | -38.8% | +29.0% |
| All | +32.8% | +70.4% | -37.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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