+711.0%
IWD vs SPXU
-100.0%
+811.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +2.2% |
| 30D | +3.6% | +10.9% | -7.3% | +7.6% |
| 3M | +2.0% | +9.6% | -7.6% | +5.9% |
| 6M | +13.1% | -4.7% | +17.7% | +13.0% |
| YTD | +26.2% | -24.6% | +50.8% | +18.5% |
| 1Y | +29.6% | -24.7% | +54.3% | +22.0% |
| 3Y | +84.3% | -80.0% | +164.4% | +23.5% |
| 5Y | +73.4% | -83.5% | +156.9% | +25.7% |
| 10Y | +202.4% | -99.5% | +301.9% | -4.3% |
| All | +711.0% | -100.0% | +811.0% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling