-63.2%
SPCH vs IWD
+9.2%
-72.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.2% | -9.9% |
| 7D | -13.4% | +2.5% | -15.9% | -15.2% |
| 30D | -39.6% | +6.0% | -45.6% | -44.3% |
| 3M | -1.4% | +3.8% | -5.2% | -6.3% |
| All | -63.2% | +9.2% | -72.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · Available span rolling