-48.8%
SE vs IWD
+33.0%
-81.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +1.7% |
| 7D | +6.7% | +2.5% | +4.1% | +3.9% |
| 30D | -17.2% | +6.0% | -23.2% | -22.1% |
| 3M | -28.0% | +3.8% | -31.8% | -30.8% |
| 6M | -6.1% | +16.3% | -22.4% | -21.5% |
| YTD | -37.1% | +27.5% | -64.6% | -53.0% |
| 1Y | -48.8% | +32.8% | -81.6% | -63.2% |
| All | -48.8% | +33.0% | -81.8% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling