-65.4%
IRWD vs SPY
+315.0%
-380.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +4.7% |
| 7D | +35.3% | +0.1% | +35.2% | +34.9% |
| 30D | +22.5% | -3.3% | +25.8% | +25.8% |
| 3M | +8.3% | -2.4% | +10.8% | +10.3% |
| 6M | +10.9% | +2.6% | +8.3% | +8.5% |
| YTD | +38.9% | +11.2% | +27.6% | +28.0% |
| 1Y | +143.7% | +13.4% | +130.4% | +121.9% |
| 3Y | -50.8% | +79.9% | -130.7% | -68.5% |
| 5Y | -63.1% | +72.2% | -135.3% | -75.8% |
| 10Y | -65.4% | +307.3% | -372.7% | -90.3% |
| All | -65.4% | +315.0% | -380.4% | -90.3% |
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