+27.9%
IWD vs SPYG
+17.3%
+10.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | -2.3% | -1.8% | -0.5% | -1.6% |
| 30D | -1.8% | -1.9% | +0.1% | -1.1% |
| 3M | +8.0% | +5.2% | +2.9% | +5.6% |
| 6M | +17.0% | +15.6% | +1.4% | +9.4% |
| YTD | +21.3% | +12.4% | +8.9% | +14.5% |
| 1Y | +27.9% | +17.5% | +10.5% | +19.1% |
| All | +27.9% | +17.3% | +10.7% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling