-4.8%
SPOT vs IWD
+30.1%
-34.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | +15.2% | +3.6% | +11.6% | +13.1% |
| 3M | +21.6% | +2.7% | +18.9% | +19.9% |
| 6M | +45.2% | +13.2% | +32.0% | +37.8% |
| YTD | +4.9% | +26.8% | -21.9% | -5.5% |
| 1Y | -4.8% | +29.3% | -34.0% | -15.5% |
| All | -4.8% | +30.1% | -34.8% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling