+794.3%
IWP vs SPY
+876.2%
-81.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | +1.1% | +0.5% | +0.6% | +0.5% |
| 30D | -3.2% | -0.9% | -2.3% | -2.3% |
| 3M | +0.3% | +3.9% | -3.6% | -3.6% |
| 6M | +4.5% | +14.5% | -10.0% | -9.3% |
| YTD | +2.0% | +12.9% | -10.9% | -10.1% |
| 1Y | -2.6% | +19.4% | -22.0% | -19.0% |
| 3Y | +48.9% | +78.5% | -29.6% | -18.3% |
| 5Y | +21.4% | +81.8% | -60.3% | -33.6% |
| 10Y | +202.9% | +311.5% | -108.6% | -28.1% |
| All | +794.3% | +876.2% | -81.9% | -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