+77.5%
SO vs IWD
+73.1%
+4.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.7% |
| 30D | +4.9% | +3.2% | +1.7% | +3.3% |
| 3M | +0.8% | +2.3% | -1.5% | -0.4% |
| 6M | +0.6% | +12.9% | -12.4% | -5.4% |
| YTD | +8.7% | +26.2% | -17.6% | -3.5% |
| 1Y | +4.0% | +28.3% | -24.3% | -8.5% |
| 3Y | +50.6% | +84.4% | -33.8% | +6.2% |
| 5Y | +77.5% | +73.0% | +4.5% | +27.7% |
| All | +77.5% | +73.1% | +4.4% | +27.7% |
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