+19.4%
IWP vs SPY
+79.8%
-60.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -2.2% | -2.0% | -0.3% | +0.1% |
| 30D | -5.6% | -1.7% | -4.0% | -3.7% |
| 3M | -0.1% | +4.7% | -4.8% | -5.4% |
| 6M | +2.6% | +12.5% | -9.9% | -10.8% |
| YTD | 0.0% | +11.7% | -11.8% | -12.3% |
| 1Y | -4.4% | +17.5% | -21.9% | -21.0% |
| 3Y | +45.9% | +76.6% | -30.6% | -26.0% |
| 5Y | +19.4% | +82.0% | -62.6% | -40.3% |
| All | +19.4% | +79.8% | -60.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling