-64.3%
IRWD vs SPY
+311.3%
-375.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -2.3% | +0.5% | -2.9% | -2.8% |
| 30D | -3.5% | -0.9% | -2.5% | -2.7% |
| 3M | +26.7% | +3.9% | +22.9% | +22.9% |
| 6M | +19.1% | +14.5% | +4.6% | +7.3% |
| YTD | +23.7% | +12.9% | +10.8% | +12.7% |
| 1Y | +269.0% | +19.4% | +249.7% | +223.6% |
| 3Y | -49.5% | +78.5% | -127.9% | -67.7% |
| 5Y | -66.5% | +81.8% | -148.3% | -79.2% |
| 10Y | -64.3% | +311.5% | -375.8% | -91.8% |
| All | -64.3% | +311.3% | -375.6% | -91.8% |
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