+116.7%
SRE vs IWD
+212.1%
-95.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.9% |
| 7D | -8.4% | +1.3% | -9.6% | -9.4% |
| 30D | -3.2% | +3.6% | -6.7% | -6.0% |
| 3M | -5.3% | +2.3% | -7.6% | -7.2% |
| 6M | -12.6% | +13.0% | -25.6% | -21.3% |
| YTD | -8.8% | +26.2% | -34.9% | -25.3% |
| 1Y | -13.4% | +30.5% | -43.9% | -31.1% |
| 3Y | +24.4% | +86.2% | -61.8% | -26.4% |
| 5Y | +47.3% | +72.9% | -25.6% | -7.9% |
| 10Y | +116.7% | +205.0% | -88.4% | -4.6% |
| All | +116.7% | +212.1% | -95.4% | -4.6% |
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