+74.9%
IWD vs SPG
+102.5%
-27.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.7% |
| 30D | +0.6% | -6.8% | +7.4% | +3.4% |
| 3M | +7.2% | +2.7% | +4.5% | +5.8% |
| 6M | +16.2% | +5.5% | +10.7% | +13.3% |
| YTD | +23.3% | +15.7% | +7.6% | +15.6% |
| 1Y | +29.6% | +20.9% | +8.7% | +19.2% |
| 3Y | +70.5% | +112.4% | -41.9% | +22.2% |
| All | +74.9% | +102.5% | -27.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling