-49.7%
SE vs IWD
+29.9%
-79.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +0.7% |
| 7D | +3.3% | +1.3% | +2.0% | +2.1% |
| 30D | -18.2% | +3.6% | -21.7% | -21.0% |
| 3M | -31.3% | +2.3% | -33.6% | -32.8% |
| 6M | -10.1% | +13.0% | -23.2% | -21.8% |
| YTD | -38.9% | +26.2% | -65.1% | -53.3% |
| All | -49.7% | +29.9% | -79.6% | -62.5% |
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