-81.4%
SMR vs IWD
+28.5%
-109.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -6.5% |
| 7D | +10.3% | +1.7% | +8.6% | +4.6% |
| 30D | -25.7% | +3.2% | -29.0% | -32.9% |
| 3M | -49.7% | +2.3% | -52.0% | -53.4% |
| 6M | -59.8% | +12.9% | -72.8% | -75.0% |
| YTD | -66.0% | +26.2% | -92.2% | -86.3% |
| 1Y | -81.4% | +28.3% | -109.7% | -92.8% |
| All | -81.4% | +28.5% | -109.9% | -92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling