+251.0%
SPOT vs IWD
+156.5%
+94.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -6.5% | -1.2% | -5.3% | -5.6% |
| 30D | +2.2% | -1.6% | +3.8% | +3.7% |
| 3M | +5.4% | +7.0% | -1.6% | -0.5% |
| 6M | -4.0% | +17.0% | -21.0% | -15.9% |
| YTD | -9.9% | +21.6% | -31.6% | -23.8% |
| 1Y | -27.3% | +28.0% | -55.3% | -41.2% |
| 3Y | +236.4% | +70.6% | +165.8% | +113.2% |
| 5Y | +112.6% | +73.3% | +39.3% | +36.1% |
| All | +251.0% | +156.5% | +94.5% | +78.6% |
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