+728.9%
IWD vs SPY
+745.3%
-16.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -0.5% | -2.7% | +2.2% | +2.1% |
| 30D | +2.7% | -5.4% | +8.1% | +8.0% |
| 3M | +0.9% | -4.1% | +5.0% | +4.7% |
| 6M | +10.5% | +0.7% | +9.8% | +9.4% |
| YTD | +23.7% | +8.7% | +15.0% | +13.9% |
| 1Y | +28.7% | +10.9% | +17.9% | +16.2% |
| 3Y | +79.7% | +75.0% | +4.7% | +4.0% |
| 5Y | +69.7% | +67.8% | +1.9% | +1.1% |
| 10Y | +211.4% | +312.9% | -101.4% | -22.3% |
| All | +728.9% | +745.3% | -16.3% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling