+981.5%
IWS vs SPY
+858.1%
+123.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.5% |
| 30D | +4.5% | -3.7% | +8.2% | +8.2% |
| 3M | +1.1% | -2.7% | +3.8% | +3.7% |
| 6M | +9.8% | +2.2% | +7.6% | +7.1% |
| YTD | +23.3% | +10.8% | +12.5% | +11.0% |
| 1Y | +25.3% | +11.2% | +14.1% | +12.4% |
| 3Y | +75.5% | +76.5% | -1.0% | -1.1% |
| 5Y | +54.1% | +72.9% | -18.8% | -11.7% |
| 10Y | +172.5% | +304.8% | -132.3% | -32.6% |
| All | +981.5% | +858.1% | +123.4% | +7.2% |
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