-65.3%
IRWD vs SPY
+311.8%
-377.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.2% |
| 7D | +29.2% | -0.9% | +30.1% | +29.8% |
| 30D | +29.5% | -2.4% | +31.9% | +31.9% |
| 3M | +13.3% | -1.2% | +14.4% | +14.1% |
| 6M | +16.8% | +3.3% | +13.5% | +13.6% |
| YTD | +44.5% | +12.3% | +32.2% | +32.2% |
| 1Y | +68.5% | +12.4% | +56.1% | +53.9% |
| 3Y | -50.0% | +78.8% | -128.8% | -67.8% |
| 5Y | -60.4% | +75.2% | -135.5% | -74.4% |
| 10Y | -65.3% | +311.1% | -376.4% | -90.5% |
| All | -65.3% | +311.8% | -377.0% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling