+728.9%
IWD vs SPG
+3,200.7%
-2,471.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.5% | +4.9% | -5.4% | -2.1% |
| 30D | +2.7% | +15.6% | -12.9% | -2.3% |
| 3M | +0.9% | +4.1% | -3.2% | -0.6% |
| 6M | +10.5% | +13.6% | -3.0% | +5.5% |
| YTD | +23.7% | +27.5% | -3.8% | +13.3% |
| 1Y | +28.7% | +32.2% | -3.5% | +16.5% |
| 3Y | +79.7% | +126.0% | -46.3% | +34.1% |
| 5Y | +69.7% | +74.7% | -5.1% | +35.9% |
| 10Y | +211.4% | +112.8% | +98.6% | +106.8% |
| All | +728.9% | +3,200.7% | -2,471.8% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling