+1,297.8%
IWY vs SPY
+879.6%
+418.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | +0.7% | -0.4% | +1.0% | +1.1% |
| 30D | -0.8% | -1.4% | +0.5% | +0.6% |
| 3M | +0.6% | +3.7% | -3.2% | -3.1% |
| 6M | +9.1% | +13.0% | -3.9% | -3.7% |
| YTD | +4.0% | +12.4% | -8.4% | -7.7% |
| 1Y | +9.6% | +18.5% | -8.9% | -7.9% |
| 3Y | +80.9% | +77.6% | +3.2% | +1.1% |
| 5Y | +82.6% | +81.7% | +0.9% | +1.1% |
| 10Y | +471.7% | +319.7% | +152.0% | +43.3% |
| All | +1,297.8% | +879.6% | +418.3% | +70.7% |
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