+186.8%
SO vs IWD
+212.1%
-25.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | 0.0% |
| 7D | -1.1% | +1.3% | -2.4% | -2.0% |
| 30D | +8.6% | +3.6% | +5.0% | +6.0% |
| 3M | +1.8% | +2.3% | -0.6% | +0.1% |
| 6M | +3.6% | +13.0% | -9.4% | -4.8% |
| YTD | +9.9% | +26.2% | -16.2% | -6.5% |
| 1Y | +5.7% | +30.5% | -24.8% | -12.2% |
| 3Y | +52.5% | +86.2% | -33.7% | -3.1% |
| 5Y | +77.3% | +72.9% | +4.4% | +17.8% |
| 10Y | +186.8% | +205.0% | -18.2% | +34.4% |
| All | +186.8% | +212.1% | -25.3% | +34.4% |
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