+379.5%
SE vs IWD
+163.2%
+216.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +0.5% |
| 7D | +3.3% | +1.3% | +2.0% | +1.9% |
| 30D | -18.2% | +3.6% | -21.7% | -21.5% |
| 3M | -31.3% | +2.3% | -33.6% | -33.2% |
| 6M | -10.1% | +13.0% | -23.2% | -22.8% |
| YTD | -38.9% | +26.2% | -65.1% | -54.1% |
| 1Y | -48.0% | +30.5% | -78.5% | -62.5% |
| 3Y | +78.8% | +86.2% | -7.4% | -16.7% |
| 5Y | -77.1% | +72.9% | -150.0% | -87.5% |
| All | +379.5% | +163.2% | +216.3% | +99.0% |
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