+397.0%
IWC vs SPY
+817.4%
-420.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +3.1% | +2.0% | +1.1% | +1.0% |
| 6M | +16.4% | +13.0% | +3.4% | +2.3% |
| YTD | +25.2% | +13.5% | +11.7% | +9.6% |
| 1Y | +39.3% | +20.0% | +19.3% | +15.2% |
| 3Y | +86.4% | +77.2% | +9.2% | +2.1% |
| 5Y | +39.2% | +81.9% | -42.7% | -25.9% |
| 10Y | +186.2% | +314.1% | -127.8% | -37.1% |
| All | +397.0% | +817.4% | -420.3% | -54.3% |
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 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