+123.2%
IWLG vs SPY
+113.5%
+9.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +0.7% | -0.4% | +1.0% | +1.1% |
| 30D | -1.6% | -1.4% | -0.2% | +0.1% |
| 3M | +2.1% | +3.7% | -1.6% | -2.1% |
| 6M | +10.1% | +13.0% | -2.9% | -4.6% |
| YTD | +3.3% | +12.4% | -9.1% | -9.9% |
| 1Y | +6.5% | +18.5% | -12.0% | -12.7% |
| 3Y | +74.9% | +77.6% | -2.8% | -9.8% |
| All | +123.2% | +113.5% | +9.6% | -6.7% |
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