+33.8%
IWMY vs SPY
+86.6%
-52.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +1.4% | +2.6% | -1.2% | -0.6% |
| 30D | +1.0% | -2.0% | +2.9% | +2.6% |
| 3M | -9.2% | -2.8% | -6.4% | -7.1% |
| 6M | -3.4% | +2.1% | -5.5% | -4.9% |
| YTD | +6.9% | +11.5% | -4.6% | -1.5% |
| 1Y | +7.5% | +13.5% | -6.0% | -2.2% |
| 3Y | +34.1% | +77.7% | -43.6% | -9.5% |
| All | +33.8% | +86.6% | -52.8% | -12.0% |
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