-55.0%
IRWD vs SPY
+798.9%
-853.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.6% |
| 7D | +25.4% | -2.7% | +28.1% | +28.4% |
| 30D | +17.1% | -5.4% | +22.5% | +23.3% |
| 3M | +3.1% | -4.1% | +7.1% | +7.0% |
| 6M | -9.1% | +0.7% | -9.8% | -10.0% |
| YTD | +30.3% | +8.7% | +21.6% | +20.6% |
| 1Y | +114.1% | +10.9% | +103.3% | +94.8% |
| 3Y | -52.3% | +75.0% | -127.3% | -72.5% |
| 5Y | -66.0% | +67.8% | -133.8% | -80.1% |
| 10Y | -61.4% | +312.9% | -374.2% | -92.6% |
| All | -55.0% | +798.9% | -853.9% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling