+84.9%
IWD vs SM
-3.9%
+88.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +9.4% | -7.1% | +1.5% |
| 30D | +3.6% | -14.4% | +17.9% | +4.7% |
| 3M | +2.2% | +1.6% | +0.6% | +1.4% |
| 6M | +13.0% | +6.3% | +6.6% | +10.9% |
| YTD | +26.5% | +78.8% | -52.3% | +14.1% |
| 1Y | +30.1% | +83.1% | -53.0% | +16.8% |
| 3Y | +84.9% | -5.9% | +90.8% | +73.7% |
| All | +84.9% | -3.9% | +88.8% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling