+73.4%
IWD vs SPXU
-83.3%
+156.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +2.1% |
| 30D | +3.6% | +10.9% | -7.3% | +6.9% |
| 3M | +2.0% | +9.6% | -7.6% | +5.2% |
| 6M | +13.1% | -4.7% | +17.7% | +13.1% |
| YTD | +26.2% | -24.6% | +50.8% | +19.9% |
| 1Y | +29.6% | -24.7% | +54.3% | +23.4% |
| 3Y | +84.3% | -80.0% | +164.4% | +32.3% |
| 5Y | +73.4% | -83.5% | +156.9% | +31.2% |
| All | +73.4% | -83.3% | +156.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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