+976.8%
IWN vs SPY
+739.4%
+237.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | +4.8% | +2.0% | +2.8% | +2.5% |
| 6M | +14.1% | +13.0% | +1.1% | +0.1% |
| YTD | +24.7% | +13.5% | +11.2% | +8.9% |
| 1Y | +30.4% | +20.0% | +10.4% | +7.4% |
| 3Y | +62.6% | +77.2% | -14.6% | -11.5% |
| 5Y | +50.1% | +81.9% | -31.8% | -20.8% |
| 10Y | +157.4% | +314.1% | -156.7% | -42.4% |
| All | +976.8% | +739.4% | +237.4% | +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