+2,001.6%
SU vs IWD
+745.9%
+1,255.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +0.3% | +1.7% | -1.4% | -1.6% |
| 30D | -7.9% | +3.2% | -11.1% | -11.3% |
| 3M | +9.2% | +2.3% | +6.9% | +5.9% |
| 6M | +5.5% | +12.9% | -7.5% | -8.7% |
| YTD | +59.5% | +26.2% | +33.2% | +21.1% |
| 1Y | +59.9% | +28.3% | +31.7% | +19.2% |
| 3Y | +130.3% | +84.4% | +45.9% | +13.8% |
| 5Y | +225.3% | +73.0% | +152.3% | +73.2% |
| 10Y | +237.5% | +203.3% | +34.1% | +3.3% |
| All | +2,001.6% | +745.9% | +1,255.7% | +199.8% |
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