+195.5%
IWD vs SPYG
+420.3%
-224.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.3% |
| 7D | -2.3% | -1.8% | -0.5% | -1.1% |
| 30D | -1.8% | -1.9% | +0.1% | -0.5% |
| 3M | +8.0% | +5.2% | +2.9% | +4.1% |
| 6M | +17.0% | +15.6% | +1.4% | +5.4% |
| YTD | +21.3% | +12.4% | +8.9% | +11.2% |
| 1Y | +27.9% | +17.5% | +10.5% | +13.6% |
| 3Y | +70.1% | +98.1% | -28.0% | +1.7% |
| 5Y | +74.2% | +84.9% | -10.7% | +7.4% |
| All | +195.5% | +420.3% | -224.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling