+1,679.6%
SO vs IWD
+726.5%
+953.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -4.6% | +0.6% | -5.2% | -4.9% |
| 3M | -3.0% | +7.2% | -10.3% | -6.5% |
| 6M | -8.3% | +16.2% | -24.5% | -15.2% |
| YTD | +3.5% | +23.3% | -19.8% | -7.3% |
| 1Y | -0.9% | +29.6% | -30.5% | -13.6% |
| 3Y | +45.4% | +70.5% | -25.1% | +9.2% |
| 5Y | +59.6% | +73.5% | -13.9% | +18.2% |
| 10Y | +156.6% | +198.3% | -41.7% | +44.3% |
| All | +1,679.6% | +726.5% | +953.1% | +482.9% |
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