+205.0%
IWD vs SM
+4.9%
+200.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.3% |
| 7D | +1.3% | -22.3% | +23.5% | +3.5% |
| 30D | +3.6% | -21.4% | +24.9% | +5.7% |
| 3M | +2.3% | +1.4% | +1.0% | +1.6% |
| 6M | +13.0% | +0.1% | +12.9% | +11.9% |
| YTD | +26.2% | +59.0% | -32.8% | +18.4% |
| 1Y | +30.5% | +64.3% | -33.9% | +21.9% |
| 3Y | +86.2% | -13.1% | +99.3% | +82.1% |
| 5Y | +72.9% | -13.9% | +86.7% | +65.1% |
| 10Y | +205.0% | +1.7% | +203.3% | +125.4% |
| All | +205.0% | +4.9% | +200.1% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling