+77.0%
SO vs IWD
+68.9%
+8.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +8.1% | +2.7% | +5.4% | +6.6% |
| 3M | +0.2% | +0.9% | -0.7% | -0.3% |
| 6M | +0.4% | +10.5% | -10.2% | -4.6% |
| YTD | +8.5% | +23.7% | -15.2% | -2.7% |
| 1Y | +4.9% | +28.7% | -23.8% | -7.9% |
| 3Y | +47.9% | +79.7% | -31.8% | +5.7% |
| All | +77.0% | +68.9% | +8.1% | +28.7% |
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