+45.6%
SRE vs IWD
+68.9%
-23.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -9.2% | -0.5% | -8.7% | -8.9% |
| 30D | -1.9% | +2.7% | -4.6% | -4.0% |
| 3M | -6.5% | +0.9% | -7.4% | -7.3% |
| 6M | -15.2% | +10.5% | -25.8% | -22.2% |
| YTD | -9.5% | +23.7% | -33.2% | -24.5% |
| 1Y | -13.2% | +28.7% | -41.9% | -30.0% |
| 3Y | +19.5% | +79.7% | -60.2% | -26.6% |
| All | +45.6% | +68.9% | -23.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling