+481.5%
IWO vs SPY
+730.9%
-249.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.7% |
| 30D | -4.4% | -1.4% | -3.0% | -2.8% |
| 3M | +0.2% | +3.7% | -3.5% | -3.8% |
| 6M | +14.2% | +13.0% | +1.1% | -0.4% |
| YTD | +15.0% | +12.4% | +2.6% | +1.1% |
| 1Y | +19.9% | +18.5% | +1.4% | -0.6% |
| 3Y | +61.4% | +77.6% | -16.2% | -15.1% |
| 5Y | +26.1% | +81.7% | -55.6% | -34.5% |
| 10Y | +173.7% | +319.7% | -145.9% | -44.4% |
| All | +481.5% | +730.9% | -249.4% | -38.8% |
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