+117.3%
SPOT vs IWD
+75.3%
+42.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.3% |
| 7D | -0.9% | -0.3% | -0.7% | -0.6% |
| 30D | +12.5% | +0.6% | +11.9% | +11.8% |
| 3M | +9.9% | +7.2% | +2.7% | +0.7% |
| 6M | +1.6% | +16.2% | -14.6% | -15.9% |
| YTD | -6.6% | +23.3% | -29.9% | -28.4% |
| 1Y | -22.9% | +29.6% | -52.5% | -44.8% |
| 3Y | +244.3% | +70.5% | +173.8% | +64.4% |
| All | +117.3% | +75.3% | +42.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling