+194.7%
IWD vs SPG
+61.5%
+133.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.8% | -4.9% | +4.2% | +0.7% |
| 3M | +8.0% | +3.3% | +4.7% | +6.9% |
| 6M | +18.2% | +11.2% | +7.0% | +14.3% |
| YTD | +22.3% | +17.1% | +5.3% | +16.4% |
| 1Y | +28.9% | +21.6% | +7.3% | +21.1% |
| 3Y | +71.5% | +111.9% | -40.3% | +36.2% |
| 5Y | +73.6% | +106.9% | -33.3% | +36.9% |
| 10Y | +194.7% | +62.2% | +132.5% | +145.8% |
| All | +194.7% | +61.5% | +133.1% | +145.8% |
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