+731.9%
IWD vs SUI
+1,653.5%
-921.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -0.9% | +8.8% | -9.7% | -4.1% |
| 30D | +2.6% | +8.9% | -6.3% | -0.9% |
| 3M | +1.2% | +2.0% | -0.8% | +0.1% |
| 6M | +12.1% | -0.6% | +12.8% | +11.7% |
| YTD | +24.1% | +1.3% | +22.8% | +22.4% |
| 1Y | +28.5% | +1.3% | +27.2% | +26.7% |
| 3Y | +79.5% | +16.3% | +63.2% | +64.2% |
| 5Y | +70.3% | -25.1% | +95.4% | +81.9% |
| 10Y | +212.5% | +121.1% | +91.5% | +108.0% |
| All | +731.9% | +1,653.5% | -921.5% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling