+121.0%
SRE vs IWD
+203.8%
-82.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.2% | +1.6% | -9.7% | -9.4% |
| 30D | -3.6% | +3.6% | -7.2% | -6.5% |
| 3M | -6.3% | +2.0% | -8.3% | -8.0% |
| 6M | -13.0% | +13.1% | -26.1% | -21.7% |
| YTD | -9.2% | +26.2% | -35.4% | -25.7% |
| 1Y | -13.1% | +29.6% | -42.7% | -30.5% |
| 3Y | +22.4% | +84.3% | -61.9% | -27.0% |
| 5Y | +47.1% | +73.4% | -26.3% | -8.3% |
| 10Y | +121.0% | +202.4% | -81.5% | -6.0% |
| All | +121.0% | +203.8% | -82.8% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling