+62.5%
SLB vs IWD
+68.9%
-6.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | -7.1% | -0.5% | -6.6% | -6.7% |
| 30D | +4.1% | +2.7% | +1.4% | +0.5% |
| 3M | -2.6% | +0.9% | -3.5% | -3.9% |
| 6M | -8.6% | +10.5% | -19.1% | -19.6% |
| YTD | +32.2% | +23.7% | +8.5% | +1.1% |
| 1Y | +40.7% | +28.7% | +11.9% | +2.4% |
| 3Y | -4.5% | +79.7% | -84.2% | -52.5% |
| All | +62.5% | +68.9% | -6.4% | -13.0% |
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