+2,894.8%
SPGI vs IWD
+728.9%
+2,165.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +0.3% | -0.5% | +0.7% | +0.8% |
| 30D | +18.4% | +2.7% | +15.7% | +15.3% |
| 3M | +15.7% | +0.9% | +14.8% | +14.8% |
| 6M | +17.3% | +10.5% | +6.7% | +5.8% |
| YTD | -4.7% | +23.7% | -28.4% | -23.5% |
| 1Y | +1.8% | +28.7% | -26.9% | -21.6% |
| 3Y | +31.7% | +79.7% | -48.0% | -28.0% |
| 5Y | +12.1% | +69.7% | -57.6% | -34.7% |
| 10Y | +341.9% | +211.4% | +130.5% | +37.6% |
| All | +2,894.8% | +728.9% | +2,165.8% | +282.8% |
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