+311.5%
SPY vs IWD
+195.2%
+116.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.7% |
| 30D | -0.9% | -0.8% | -0.2% | -0.2% |
| 3M | +3.9% | +8.0% | -4.2% | -3.6% |
| 6M | +14.5% | +18.2% | -3.7% | -2.5% |
| YTD | +12.9% | +22.3% | -9.4% | -7.1% |
| 1Y | +19.4% | +28.9% | -9.5% | -6.6% |
| 3Y | +78.5% | +71.5% | +6.9% | +6.3% |
| 5Y | +81.8% | +73.6% | +8.2% | +7.6% |
| 10Y | +311.5% | +194.7% | +116.8% | +49.8% |
| All | +311.5% | +195.2% | +116.4% | +49.8% |
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 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