+48.7%
SRE vs IWD
+73.6%
-24.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -0.7% | +0.6% | -1.3% | -1.3% |
| 3M | -6.3% | +7.2% | -13.5% | -11.7% |
| 6M | -10.7% | +16.2% | -26.9% | -21.3% |
| YTD | -3.5% | +23.3% | -26.8% | -19.2% |
| 1Y | +5.3% | +29.6% | -24.3% | -15.5% |
| 3Y | +31.8% | +70.5% | -38.7% | -15.5% |
| All | +48.7% | +73.6% | -24.9% | -8.1% |
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