-68.1%
SE vs IWD
+73.6%
-141.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | +0.3% |
| 7D | -6.1% | -0.3% | -5.8% | -5.6% |
| 30D | -2.5% | +0.6% | -3.0% | -3.5% |
| 3M | +21.7% | +7.2% | +14.5% | +7.2% |
| 6M | +27.0% | +16.2% | +10.8% | -3.5% |
| YTD | -12.1% | +23.3% | -35.5% | -40.1% |
| 1Y | -40.9% | +29.6% | -70.5% | -63.3% |
| 3Y | +191.0% | +70.5% | +120.5% | +1.8% |
| All | -68.1% | +73.6% | -141.7% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling