+10.9%
SPY vs IWD
+28.1%
-17.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.2% |
| 30D | -5.4% | +2.7% | -8.1% | -7.5% |
| 3M | -4.1% | +0.9% | -5.0% | -4.8% |
| 6M | +0.7% | +10.5% | -9.8% | -8.2% |
| YTD | +8.7% | +23.7% | -15.0% | -10.8% |
| 1Y | +10.9% | +28.7% | -17.9% | -12.3% |
| All | +10.9% | +28.1% | -17.3% | -12.3% |
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