+69.3%
IWD vs SM
-11.5%
+80.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.5% |
| 7D | -0.5% | -25.9% | +25.4% | +2.7% |
| 30D | +2.7% | -15.1% | +17.8% | +4.2% |
| 3M | +0.9% | +4.9% | -4.0% | -0.5% |
| 6M | +10.5% | +6.1% | +4.4% | +8.1% |
| YTD | +23.7% | +63.4% | -39.7% | +12.4% |
| 1Y | +28.7% | +72.5% | -43.7% | +15.8% |
| 3Y | +79.7% | -16.9% | +96.6% | +74.4% |
| All | +69.3% | -11.5% | +80.9% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling