+652.0%
INTW vs SPY
+20.8%
+631.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +11.1% |
| 7D | +13.8% | +0.1% | +13.7% | +12.8% |
| 30D | -13.0% | +0.1% | -13.0% | -12.7% |
| 3M | -40.6% | +2.0% | -42.6% | -41.4% |
| 6M | +191.8% | +13.0% | +178.8% | +84.6% |
| YTD | +287.9% | +13.5% | +274.4% | +140.4% |
| 1Y | +652.0% | +20.0% | +632.1% | +383.9% |
| All | +652.0% | +20.8% | +631.2% | +383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling