+347.7%
IWC vs SPY
+795.4%
-447.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | -0.3% | -0.6% | +0.3% | +0.4% |
| 30D | -3.4% | -3.7% | +0.2% | +0.7% |
| 3M | -10.2% | -2.7% | -7.4% | -7.3% |
| 6M | -4.4% | +2.2% | -6.5% | -6.3% |
| YTD | +12.8% | +10.8% | +2.0% | +1.5% |
| 1Y | +17.8% | +11.2% | +6.6% | +5.7% |
| 3Y | +92.9% | +76.5% | +16.4% | +6.2% |
| 5Y | +21.7% | +72.9% | -51.2% | -31.5% |
| 10Y | +154.6% | +304.8% | -150.2% | -42.7% |
| All | +347.7% | +795.4% | -447.7% | -57.7% |
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