-48.0%
SE vs IWD
+28.5%
-76.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -1.5% | +1.7% | -3.2% | -3.4% |
| 30D | -22.3% | +3.2% | -25.5% | -24.9% |
| 3M | -41.8% | +2.3% | -44.1% | -43.2% |
| 6M | -22.4% | +12.9% | -35.3% | -32.8% |
| YTD | -41.6% | +26.2% | -67.8% | -56.4% |
| 1Y | -48.0% | +28.3% | -76.3% | -61.9% |
| All | -48.0% | +28.5% | -76.5% | -61.9% |
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