+60.7%
SE vs IWD
+85.5%
-24.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.2% |
| 7D | -7.7% | -0.6% | -7.2% | -7.1% |
| 30D | -22.8% | +3.6% | -26.4% | -25.8% |
| 3M | -43.7% | +2.7% | -46.4% | -45.4% |
| 6M | -12.8% | +13.2% | -26.0% | -24.6% |
| YTD | -42.0% | +26.8% | -68.8% | -56.0% |
| 1Y | -48.0% | +29.3% | -77.3% | -61.4% |
| All | +60.7% | +85.5% | -24.8% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling