+167.5%
IWS vs SPY
+312.5%
-145.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | -2.4% | -1.4% | -1.0% | -1.1% |
| 3M | +4.3% | +3.7% | +0.6% | +0.5% |
| 6M | +13.1% | +13.0% | +0.1% | +0.2% |
| YTD | +19.1% | +12.4% | +6.7% | +6.0% |
| 1Y | +22.2% | +18.5% | +3.7% | +3.3% |
| 3Y | +61.1% | +77.6% | -16.6% | -9.7% |
| 5Y | +55.3% | +81.7% | -26.4% | -15.2% |
| 10Y | +167.5% | +319.7% | -152.1% | -38.6% |
| All | +167.5% | +312.5% | -145.0% | -38.6% |
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