-78.0%
SE vs IWD
+72.9%
-150.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.7% |
| 7D | -0.5% | +2.3% | -2.8% | -4.4% |
| 30D | -20.9% | +3.6% | -24.5% | -25.7% |
| 3M | -38.9% | +2.2% | -41.0% | -41.2% |
| 6M | -19.4% | +13.0% | -32.4% | -35.7% |
| YTD | -40.9% | +26.5% | -67.4% | -61.7% |
| 1Y | -46.2% | +30.1% | -76.3% | -67.0% |
| 3Y | +63.7% | +84.9% | -21.1% | -52.9% |
| All | -78.0% | +72.9% | -150.9% | -92.1% |
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