-62.4%
SMR vs IWD
+10.9%
-73.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +17.0% |
| 7D | -9.6% | -0.5% | -9.1% | -7.7% |
| 30D | -33.8% | +2.7% | -36.4% | -37.1% |
| 3M | -46.4% | +0.9% | -47.2% | -47.3% |
| 6M | -62.4% | +10.5% | -73.0% | -74.0% |
| All | -62.4% | +10.9% | -73.4% | -74.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling