+265.7%
SU vs IWD
+201.1%
+64.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +1.7% | -2.3% | +4.0% | +4.5% |
| 30D | +9.6% | -1.8% | +11.4% | +11.8% |
| 3M | +11.7% | +8.0% | +3.7% | +1.4% |
| 6M | +21.9% | +17.0% | +4.9% | -0.3% |
| YTD | +58.6% | +21.3% | +37.4% | +24.0% |
| 1Y | +66.5% | +27.9% | +38.6% | +21.6% |
| 3Y | +121.4% | +70.1% | +51.4% | +12.1% |
| 5Y | +355.7% | +74.2% | +281.6% | +123.9% |
| All | +265.7% | +201.1% | +64.6% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling