+11.1%
SMR vs IWD
+72.6%
-61.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.8% | +16.1% | +16.9% |
| 7D | +21.4% | -0.2% | +21.6% | +21.5% |
| 30D | +13.8% | -0.8% | +14.6% | +15.4% |
| 3M | +3.9% | +8.0% | -4.1% | -11.2% |
| 6M | -4.2% | +18.2% | -22.4% | -29.7% |
| YTD | -21.1% | +22.3% | -43.4% | -44.9% |
| 1Y | -67.1% | +28.9% | -96.0% | -78.8% |
| 3Y | +88.9% | +71.5% | +17.3% | -13.4% |
| All | +11.1% | +72.6% | -61.4% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling