+204.6%
IWD vs SUI
+120.9%
+83.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -0.6% | -2.4% | +1.9% | +0.3% |
| 30D | +3.6% | +3.3% | +0.3% | +2.2% |
| 3M | +2.7% | +0.7% | +2.0% | +2.1% |
| 6M | +13.2% | -4.1% | +17.3% | +14.2% |
| YTD | +26.8% | -1.8% | +28.6% | +26.5% |
| 1Y | +29.3% | -4.1% | +33.3% | +30.1% |
| 3Y | +85.1% | +17.4% | +67.7% | +69.2% |
| 5Y | +74.2% | -27.0% | +101.2% | +88.7% |
| 10Y | +204.6% | +121.2% | +83.4% | +148.5% |
| All | +204.6% | +120.9% | +83.7% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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