+127.4%
SRE vs IWD
+196.7%
-69.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | +1.9% | -0.8% | +2.7% | +2.5% |
| 3M | -3.3% | +8.0% | -11.3% | -9.5% |
| 6M | -6.4% | +18.2% | -24.6% | -18.9% |
| YTD | -1.8% | +22.3% | -24.2% | -17.4% |
| 1Y | +10.7% | +28.9% | -18.1% | -10.9% |
| 3Y | +31.8% | +71.5% | -39.7% | -16.4% |
| 5Y | +49.2% | +73.6% | -24.4% | -6.9% |
| All | +127.4% | +196.7% | -69.4% | -8.0% |
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