+196.3%
IWD vs SPYG
+424.8%
-228.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -1.6% | -1.7% | 0.0% | -0.6% |
| 3M | +7.0% | +3.6% | +3.4% | +4.1% |
| 6M | +17.0% | +16.6% | +0.4% | +4.8% |
| YTD | +21.6% | +13.4% | +8.3% | +10.9% |
| 1Y | +28.0% | +19.6% | +8.4% | +12.3% |
| 3Y | +70.6% | +99.8% | -29.2% | +1.4% |
| 5Y | +73.3% | +85.0% | -11.6% | +7.1% |
| All | +196.3% | +424.8% | -228.4% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling