-7.7%
SRE vs IWD
+33.0%
-40.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.8% |
| 7D | -2.1% | +2.5% | -4.6% | -3.0% |
| 30D | +6.1% | +6.0% | +0.1% | +3.7% |
| 3M | -3.5% | +3.8% | -7.3% | -5.0% |
| 6M | -10.8% | +16.3% | -27.1% | -17.0% |
| YTD | -4.0% | +27.5% | -31.4% | -15.4% |
| 1Y | -7.7% | +32.8% | -40.5% | -20.5% |
| All | -7.7% | +33.0% | -40.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling