-56.3%
IRWD vs SPY
+839.2%
-895.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +2.7% | +0.1% | +2.6% | +2.5% |
| 3M | +25.3% | +2.0% | +23.3% | +22.9% |
| 6M | +13.9% | +13.0% | +0.9% | +1.8% |
| YTD | +26.4% | +13.5% | +12.9% | +12.4% |
| 1Y | +287.3% | +20.0% | +267.3% | +228.3% |
| 3Y | -54.0% | +77.2% | -131.2% | -73.8% |
| 5Y | -66.6% | +81.9% | -148.5% | -82.0% |
| 10Y | -61.6% | +314.1% | -375.7% | -92.5% |
| All | -56.3% | +839.2% | -895.6% | -96.9% |
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 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