+167.4%
IWS vs SPY
+307.0%
-139.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.0% | +2.6% | -0.6% | -0.5% |
| 30D | +4.6% | -2.0% | +6.6% | +6.5% |
| 3M | -0.4% | -2.8% | +2.4% | +2.2% |
| 6M | +10.0% | +2.1% | +7.8% | +7.3% |
| YTD | +23.1% | +11.5% | +11.6% | +10.3% |
| 1Y | +26.2% | +13.5% | +12.8% | +11.2% |
| 3Y | +75.8% | +77.7% | -1.9% | -1.6% |
| 5Y | +52.6% | +72.6% | -20.0% | -12.3% |
| All | +167.4% | +307.0% | -139.6% | -36.6% |
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