-49.5%
SMR vs IWD
+74.5%
-124.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +17.0% |
| 7D | -9.6% | -0.5% | -9.1% | -8.7% |
| 30D | -33.8% | +2.7% | -36.4% | -37.0% |
| 3M | -46.4% | +0.9% | -47.2% | -47.3% |
| 6M | -62.4% | +10.5% | -73.0% | -69.0% |
| YTD | -64.1% | +23.7% | -87.9% | -75.4% |
| 1Y | -84.3% | +28.7% | -113.1% | -90.0% |
| 3Y | +55.8% | +79.7% | -23.9% | -32.3% |
| All | -49.5% | +74.5% | -124.0% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling