+779.4%
IWV vs SPY
+774.3%
+5.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | -1.6% | -1.4% | -0.2% | -0.2% |
| 3M | +3.6% | +3.7% | -0.1% | 0.0% |
| 6M | +12.8% | +13.0% | -0.2% | 0.0% |
| YTD | +12.5% | +12.4% | +0.1% | +0.2% |
| 1Y | +18.0% | +18.5% | -0.5% | -0.2% |
| 3Y | +75.4% | +77.6% | -2.2% | -0.6% |
| 5Y | +73.1% | +81.7% | -8.6% | -3.9% |
| 10Y | +297.0% | +319.7% | -22.7% | -2.2% |
| All | +779.4% | +774.3% | +5.1% | +3.8% |
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