+308.8%
SPOT vs IWD
+167.3%
+141.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.5% |
| 30D | +15.2% | +3.6% | +11.6% | +11.9% |
| 3M | +21.6% | +2.7% | +18.9% | +19.1% |
| 6M | +45.2% | +13.2% | +32.0% | +30.8% |
| YTD | +4.9% | +26.8% | -21.9% | -14.2% |
| 1Y | -4.8% | +29.3% | -34.0% | -23.5% |
| 3Y | +256.3% | +85.1% | +171.1% | +110.7% |
| 5Y | +120.2% | +74.2% | +46.0% | +39.2% |
| All | +308.8% | +167.3% | +141.4% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling