+141.3%
IYW vs SPY
+82.3%
+59.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | 0.0% |
| 7D | 0.0% | -0.8% | +0.7% | +1.1% |
| 30D | +0.1% | -1.1% | +1.1% | +1.6% |
| 3M | +4.1% | +3.9% | +0.2% | -1.0% |
| 6M | +31.5% | +13.6% | +17.9% | +10.8% |
| YTD | +26.9% | +12.7% | +14.2% | +8.3% |
| 1Y | +34.9% | +17.5% | +17.4% | +8.8% |
| 3Y | +130.5% | +76.9% | +53.6% | +6.8% |
| All | +141.3% | +82.3% | +59.1% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling