+919.6%
IWL vs SPY
+884.1%
+35.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.7% | +0.5% | +0.1% | +0.2% |
| 30D | -0.8% | -0.9% | +0.2% | +0.1% |
| 3M | +3.8% | +3.9% | -0.1% | +0.1% |
| 6M | +14.7% | +14.5% | +0.2% | +1.0% |
| YTD | +11.9% | +12.9% | -1.0% | -0.1% |
| 1Y | +19.1% | +19.4% | -0.3% | +0.9% |
| 3Y | +82.3% | +78.5% | +3.8% | +6.0% |
| 5Y | +86.2% | +81.8% | +4.5% | +6.7% |
| 10Y | +344.5% | +311.5% | +33.0% | +24.3% |
| All | +919.6% | +884.1% | +35.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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