+177.9%
IWC vs SPY
+318.9%
-140.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -2.5% | -2.0% | -0.5% | -0.3% |
| 30D | -4.0% | -1.7% | -2.3% | -2.2% |
| 3M | +5.3% | +4.7% | +0.6% | +0.3% |
| 6M | +15.1% | +12.5% | +2.6% | +1.9% |
| YTD | +21.1% | +11.7% | +9.3% | +8.0% |
| 1Y | +33.8% | +17.5% | +16.4% | +13.5% |
| 3Y | +87.8% | +76.6% | +11.3% | +4.7% |
| 5Y | +37.7% | +82.0% | -44.3% | -25.6% |
| All | +177.9% | +318.9% | -140.9% | -38.9% |
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 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