+1,942.2%
SU vs IWD
+726.5%
+1,215.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | +3.6% | -0.3% | +3.8% | +3.8% |
| 30D | +7.9% | +0.6% | +7.3% | +7.1% |
| 3M | +3.5% | +7.2% | -3.7% | -4.6% |
| 6M | +19.0% | +16.2% | +2.8% | -0.4% |
| YTD | +55.0% | +23.3% | +31.6% | +21.3% |
| 1Y | +71.2% | +29.6% | +41.6% | +26.6% |
| 3Y | +117.4% | +70.5% | +47.0% | +17.6% |
| 5Y | +335.2% | +73.5% | +261.7% | +132.3% |
| 10Y | +248.7% | +198.3% | +50.4% | +9.2% |
| All | +1,942.2% | +726.5% | +1,215.6% | +200.2% |
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 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