-50.7%
SE vs IWD
+28.1%
-78.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.0% | -0.5% | +2.5% | +2.8% |
| 30D | -20.0% | +2.7% | -22.7% | -21.9% |
| 3M | -31.8% | +0.9% | -32.7% | -32.2% |
| 6M | -15.9% | +10.5% | -26.4% | -25.0% |
| YTD | -40.6% | +23.7% | -64.3% | -53.7% |
| 1Y | -50.7% | +28.7% | -79.4% | -62.9% |
| All | -50.7% | +28.1% | -78.8% | -62.9% |
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