+338.8%
IWC vs SPY
+800.7%
-461.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +0.7% | +2.6% | -1.9% | -2.0% |
| 30D | -1.0% | -2.0% | +1.0% | +1.3% |
| 3M | -12.9% | -2.8% | -10.1% | -10.1% |
| 6M | -6.7% | +2.1% | -8.9% | -8.6% |
| YTD | +10.5% | +11.5% | -0.9% | -1.1% |
| 1Y | +18.4% | +13.5% | +5.0% | +4.0% |
| 3Y | +89.1% | +77.7% | +11.4% | +3.3% |
| 5Y | +18.1% | +72.6% | -54.5% | -33.4% |
| 10Y | +141.6% | +308.2% | -166.6% | -46.1% |
| All | +338.8% | +800.7% | -461.9% | -58.8% |
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