+78.3%
SO vs IWD
+73.3%
+5.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +1.6% | -1.7% | -0.9% |
| 30D | +8.7% | +3.6% | +5.1% | +6.8% |
| 3M | +3.4% | +2.0% | +1.3% | +2.3% |
| 6M | +3.7% | +13.1% | -9.3% | -2.5% |
| YTD | +10.0% | +26.2% | -16.2% | -2.3% |
| 1Y | +6.6% | +29.6% | -23.0% | -6.7% |
| 3Y | +52.5% | +84.3% | -31.8% | +7.6% |
| All | +78.3% | +73.3% | +5.0% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling