+194.4%
IWR vs SPY
+307.0%
-112.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +2.5% | +2.6% | -0.1% | -0.1% |
| 30D | +2.1% | -2.0% | +4.1% | +4.1% |
| 3M | -3.4% | -2.8% | -0.6% | -0.7% |
| 6M | +6.1% | +2.1% | +4.0% | +3.6% |
| YTD | +15.7% | +11.5% | +4.3% | +3.4% |
| 1Y | +18.0% | +13.5% | +4.5% | +3.5% |
| 3Y | +68.0% | +77.7% | -9.7% | -7.6% |
| 5Y | +39.5% | +72.6% | -33.1% | -20.8% |
| All | +194.4% | +307.0% | -112.6% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling