+552.7%
IWX vs SPY
+879.6%
-326.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -1.0% | -0.4% | -0.7% | -0.7% |
| 30D | -1.4% | -1.4% | 0.0% | -0.2% |
| 3M | +7.9% | +3.7% | +4.2% | +4.4% |
| 6M | +18.5% | +13.0% | +5.5% | +6.2% |
| YTD | +22.4% | +12.4% | +10.0% | +10.2% |
| 1Y | +30.4% | +18.5% | +11.9% | +11.9% |
| 3Y | +74.5% | +77.6% | -3.1% | +2.9% |
| 5Y | +82.1% | +81.7% | +0.4% | +3.9% |
| 10Y | +215.0% | +319.7% | -104.7% | -18.8% |
| All | +552.7% | +879.6% | -326.8% | -19.0% |
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