+713.0%
IWD vs SPXU
-100.0%
+813.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.6% |
| 7D | +2.3% | -7.6% | +9.8% | -0.1% |
| 30D | +3.6% | +5.3% | -1.7% | +5.9% |
| 3M | +2.2% | +9.6% | -7.5% | +6.0% |
| 6M | +13.0% | -4.5% | +17.5% | +13.0% |
| YTD | +26.5% | -25.9% | +52.4% | +18.2% |
| 1Y | +30.1% | -28.9% | +59.0% | +20.4% |
| 3Y | +84.9% | -80.5% | +165.3% | +23.0% |
| 5Y | +73.4% | -83.4% | +156.7% | +25.9% |
| 10Y | +204.0% | -99.5% | +303.5% | -4.5% |
| All | +713.0% | -100.0% | +813.0% | -16.1% |
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