+75.1%
SAP vs IWD
+78.7%
-3.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +11.1% | +2.7% | +8.4% | +8.7% |
| 3M | +17.0% | +0.9% | +16.2% | +16.1% |
| 6M | +34.8% | +10.5% | +24.3% | +24.3% |
| YTD | -2.2% | +23.7% | -25.9% | -18.4% |
| 1Y | -6.4% | +28.7% | -35.2% | -24.6% |
| 3Y | +75.1% | +79.7% | -4.6% | +11.3% |
| All | +75.1% | +78.7% | -3.6% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling