+726.5%
IWD vs SM
+380.4%
+346.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.6% | +26.3% | -25.7% | -2.7% |
| 3M | +7.2% | +8.7% | -1.5% | +5.3% |
| 6M | +16.2% | +51.7% | -35.5% | +8.3% |
| YTD | +23.3% | +99.0% | -75.7% | +10.3% |
| 1Y | +29.6% | +34.6% | -5.0% | +21.8% |
| 3Y | +70.5% | -7.8% | +78.2% | +64.6% |
| 5Y | +73.5% | +104.8% | -31.3% | +44.1% |
| 10Y | +198.3% | +7.2% | +191.1% | +100.6% |
| All | +726.5% | +380.4% | +346.1% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling