+1,765.1%
SO vs IWD
+728.9%
+1,036.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| YTD | +8.5% | +23.7% | -15.2% | -3.0% |
| 1Y | +4.9% | +28.7% | -23.8% | -8.2% |
| 3Y | +47.9% | +79.7% | -31.8% | +8.0% |
| 5Y | +75.7% | +69.7% | +6.0% | +31.5% |
| 10Y | +178.0% | +211.4% | -33.4% | +53.2% |
| All | +1,765.1% | +728.9% | +1,036.1% | +509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling