+9.5%
SPGI vs IWD
+73.6%
-64.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | +8.4% | +0.6% | +7.8% | +7.8% |
| 3M | +11.8% | +7.2% | +4.6% | +4.3% |
| 6M | +5.7% | +16.2% | -10.5% | -9.4% |
| YTD | -9.7% | +23.3% | -33.0% | -27.2% |
| 1Y | -12.5% | +29.6% | -42.0% | -33.0% |
| 3Y | +21.8% | +70.5% | -48.6% | -30.7% |
| All | +9.5% | +73.6% | -64.2% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling