+222.9%
SAP vs IWD
+212.1%
+10.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | -0.1% |
| 7D | +1.6% | +1.3% | +0.4% | +0.5% |
| 30D | +10.5% | +3.6% | +7.0% | +7.1% |
| 3M | +15.2% | +2.3% | +12.8% | +12.8% |
| 6M | +36.7% | +13.0% | +23.6% | +22.7% |
| YTD | -0.6% | +26.2% | -26.7% | -19.3% |
| 1Y | -4.1% | +30.5% | -34.6% | -24.4% |
| 3Y | +73.2% | +86.2% | -13.0% | -0.6% |
| 5Y | +74.1% | +72.9% | +1.2% | +6.8% |
| 10Y | +222.9% | +205.0% | +17.9% | +30.2% |
| All | +222.9% | +212.1% | +10.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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