+205.0%
IWD vs SPG
+117.3%
+87.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.4% |
| 7D | +1.3% | +5.1% | -3.8% | -0.2% |
| 30D | +3.6% | +16.8% | -13.3% | -1.1% |
| 3M | +2.3% | +5.7% | -3.3% | +0.6% |
| 6M | +13.0% | +17.8% | -4.8% | +7.5% |
| YTD | +26.2% | +30.1% | -3.9% | +16.3% |
| 1Y | +30.5% | +32.8% | -2.3% | +19.5% |
| 3Y | +86.2% | +137.2% | -51.0% | +43.1% |
| 5Y | +72.9% | +81.5% | -8.6% | +40.7% |
| 10Y | +205.0% | +116.5% | +88.5% | +130.0% |
| All | +205.0% | +117.3% | +87.7% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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