+130.8%
SLB vs IWD
+73.6%
+57.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | +15.8% | +0.6% | +15.2% | +14.9% |
| 3M | -0.3% | +7.2% | -7.6% | -9.0% |
| 6M | +21.3% | +16.2% | +5.1% | +0.1% |
| YTD | +52.3% | +23.3% | +29.0% | +16.8% |
| 1Y | +63.6% | +29.6% | +34.0% | +17.9% |
| 3Y | +3.8% | +70.5% | -66.7% | -45.6% |
| All | +130.8% | +73.6% | +57.1% | +17.2% |
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