+200.4%
SE vs IWD
+70.7%
+129.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | -6.1% | -0.3% | -5.8% | -5.8% |
| 30D | -2.5% | +0.6% | -3.0% | -3.1% |
| 3M | +21.7% | +7.2% | +14.5% | +11.9% |
| 6M | +27.0% | +16.2% | +10.8% | +5.6% |
| YTD | -12.1% | +23.3% | -35.5% | -31.8% |
| 1Y | -40.9% | +29.6% | -70.5% | -56.8% |
| All | +200.4% | +70.7% | +129.8% | +93.5% |
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