-3.6%
SMR vs IWD
+74.0%
-77.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.8% |
| 7D | +4.4% | -0.3% | +4.7% | +5.0% |
| 30D | +3.4% | +0.6% | +2.8% | +2.3% |
| 3M | -19.2% | +7.2% | -26.4% | -29.4% |
| 6M | -22.6% | +16.2% | -38.9% | -41.2% |
| YTD | -31.5% | +23.3% | -54.9% | -52.8% |
| 1Y | -73.1% | +29.6% | -102.6% | -82.8% |
| 3Y | +55.0% | +70.5% | -15.5% | -29.1% |
| All | -3.6% | +74.0% | -77.6% | -58.6% |
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 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