+201.7%
IWD vs SPYG
+393.2%
-191.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | +2.3% | +2.3% | -0.1% | +0.7% |
| 30D | +3.6% | -6.5% | +10.0% | +8.0% |
| 3M | +2.2% | -6.8% | +9.0% | +6.7% |
| 6M | +13.0% | -3.1% | +16.1% | +14.5% |
| YTD | +26.5% | +8.0% | +18.5% | +18.7% |
| 1Y | +30.1% | +10.2% | +19.9% | +20.4% |
| 3Y | +84.9% | +91.0% | -6.1% | +12.9% |
| 5Y | +73.4% | +67.7% | +5.6% | +14.9% |
| All | +201.7% | +393.2% | -191.5% | -17.3% |
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