+684.8%
IWD vs SPYG
+564.9%
+119.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | +0.4% | -0.6% | -0.5% |
| 30D | +0.6% | -0.4% | +1.0% | +0.9% |
| 3M | +7.2% | +0.5% | +6.7% | +6.4% |
| 6M | +16.2% | +17.5% | -1.3% | +3.0% |
| YTD | +23.3% | +14.3% | +9.0% | +11.2% |
| 1Y | +29.6% | +21.7% | +7.9% | +11.5% |
| 3Y | +70.5% | +98.6% | -28.2% | +0.7% |
| 5Y | +73.5% | +85.1% | -11.6% | +5.7% |
| 10Y | +198.3% | +412.0% | -213.7% | -15.2% |
| All | +684.8% | +564.9% | +119.9% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling