+238.8%
SU vs IWD
+203.0%
+35.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +1.7% | +2.3% | -0.6% | -1.0% |
| 30D | -7.9% | +3.6% | -11.5% | -11.9% |
| 3M | +7.5% | +2.2% | +5.4% | +4.3% |
| 6M | +7.2% | +13.0% | -5.7% | -8.2% |
| YTD | +60.9% | +26.5% | +34.4% | +19.2% |
| 1Y | +63.6% | +30.1% | +33.5% | +16.9% |
| 3Y | +128.9% | +84.9% | +44.0% | +4.2% |
| 5Y | +228.3% | +73.4% | +154.9% | +62.0% |
| All | +238.8% | +203.0% | +35.8% | -16.2% |
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