+10.7%
SRE vs IWD
+28.8%
-18.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +1.9% | -0.8% | +2.7% | +2.2% |
| 3M | -3.3% | +8.0% | -11.3% | -7.3% |
| 6M | -6.4% | +18.2% | -24.6% | -14.9% |
| YTD | -1.8% | +22.3% | -24.2% | -13.1% |
| 1Y | +10.7% | +28.9% | -18.1% | -5.7% |
| All | +10.7% | +28.8% | -18.0% | -5.7% |
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