+2,739.3%
SPGI vs IWD
+726.5%
+2,012.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 6M | +5.7% | +16.2% | -10.5% | -9.6% |
| YTD | -9.7% | +23.3% | -33.0% | -27.3% |
| 1Y | -12.5% | +29.6% | -42.0% | -33.1% |
| 3Y | +21.8% | +70.5% | -48.6% | -29.7% |
| 5Y | +8.2% | +73.5% | -65.3% | -38.4% |
| 10Y | +309.5% | +198.3% | +111.2% | +33.2% |
| All | +2,739.3% | +726.5% | +2,012.8% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling