+2,924.3%
SPGI vs IWD
+731.9%
+2,192.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | +0.7% |
| 7D | +2.6% | -0.9% | +3.5% | +3.5% |
| 30D | +19.3% | +2.6% | +16.6% | +16.2% |
| 3M | +15.5% | +1.2% | +14.2% | +14.2% |
| 6M | +18.3% | +12.1% | +6.2% | +5.2% |
| YTD | -3.8% | +24.1% | -27.9% | -23.0% |
| 1Y | +1.3% | +28.5% | -27.2% | -21.8% |
| 3Y | +33.6% | +79.5% | -45.9% | -26.9% |
| 5Y | +13.2% | +70.3% | -57.1% | -34.3% |
| 10Y | +346.3% | +212.5% | +133.8% | +38.5% |
| All | +2,924.3% | +731.9% | +2,192.3% | +285.1% |
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 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