-12.7%
SRE vs IWD
+29.9%
-42.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | -8.4% | +1.3% | -9.6% | -8.7% |
| 30D | -3.2% | +3.6% | -6.7% | -4.5% |
| 3M | -5.3% | +2.3% | -7.6% | -6.2% |
| 6M | -12.6% | +13.0% | -25.6% | -17.7% |
| YTD | -8.8% | +26.2% | -34.9% | -19.7% |
| All | -12.7% | +29.9% | -42.6% | -24.7% |
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