+84.9%
IWD vs SPY
+78.1%
+6.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.3% | +2.6% | -0.3% | +0.4% |
| 30D | +3.6% | -2.0% | +5.6% | +5.0% |
| 3M | +2.2% | -2.8% | +4.9% | +4.1% |
| 6M | +13.0% | +2.1% | +10.8% | +11.0% |
| YTD | +26.5% | +11.5% | +15.0% | +16.6% |
| 1Y | +30.1% | +13.5% | +16.7% | +18.4% |
| 3Y | +84.9% | +77.7% | +7.2% | +17.5% |
| All | +84.9% | +78.1% | +6.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling