+195.7%
SO vs IWD
+203.9%
-8.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +1.6% | -1.7% | -1.2% |
| 30D | +8.7% | +3.6% | +5.1% | +6.1% |
| 3M | +3.4% | +2.0% | +1.3% | +1.9% |
| 6M | +3.7% | +13.1% | -9.3% | -4.7% |
| YTD | +10.0% | +26.2% | -16.2% | -6.4% |
| 1Y | +6.6% | +29.6% | -23.0% | -11.0% |
| 3Y | +52.5% | +84.3% | -31.8% | -2.4% |
| 5Y | +76.1% | +73.4% | +2.6% | +16.6% |
| All | +195.7% | +203.9% | -8.2% | +35.6% |
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 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