+175.2%
SO vs IWD
+207.5%
-32.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +8.1% | +2.7% | +5.4% | +6.1% |
| 3M | +0.2% | +0.9% | -0.7% | -0.5% |
| 6M | +0.4% | +10.5% | -10.2% | -6.4% |
| YTD | +8.5% | +23.7% | -15.2% | -6.4% |
| 1Y | +4.9% | +28.7% | -23.8% | -12.0% |
| 3Y | +47.9% | +79.7% | -31.8% | -3.5% |
| 5Y | +75.7% | +69.7% | +6.0% | +18.3% |
| All | +175.2% | +207.5% | -32.3% | +42.9% |
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