+762.9%
IWB vs SPY
+744.4%
+18.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.5% | +2.6% | -0.1% | 0.0% |
| 30D | -1.7% | -2.0% | +0.3% | +0.3% |
| 3M | -2.9% | -2.8% | -0.1% | -0.2% |
| 6M | +2.5% | +2.1% | +0.4% | +0.4% |
| YTD | +11.3% | +11.5% | -0.2% | +0.1% |
| 1Y | +13.2% | +13.5% | -0.2% | +0.1% |
| 3Y | +76.9% | +77.7% | -0.8% | +0.8% |
| 5Y | +67.0% | +72.6% | -5.6% | -1.9% |
| 10Y | +297.8% | +308.2% | -10.4% | +1.9% |
| All | +762.9% | +744.4% | +18.5% | +6.2% |
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