+1,932.6%
SRE vs IWD
+728.9%
+1,203.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -6.5% | +0.9% | -7.4% | -7.3% |
| 6M | -15.2% | +10.5% | -25.8% | -21.7% |
| YTD | -9.5% | +23.7% | -33.2% | -23.3% |
| 1Y | -13.2% | +28.7% | -41.9% | -28.7% |
| 3Y | +19.5% | +79.7% | -60.2% | -23.6% |
| 5Y | +43.6% | +69.7% | -26.1% | -4.6% |
| 10Y | +109.9% | +211.4% | -101.5% | -11.8% |
| All | +1,932.6% | +728.9% | +1,203.7% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling