+750.3%
SPY vs IWD
+728.9%
+21.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.7% | -0.5% | -2.2% | -2.2% |
| 30D | -5.4% | +2.7% | -8.1% | -7.7% |
| 3M | -4.1% | +0.9% | -5.0% | -4.9% |
| 6M | +0.7% | +10.5% | -9.8% | -8.5% |
| YTD | +8.7% | +23.7% | -15.0% | -11.3% |
| 1Y | +10.9% | +28.7% | -17.9% | -12.9% |
| 3Y | +75.0% | +79.7% | -4.7% | +0.2% |
| 5Y | +67.8% | +69.7% | -1.9% | +2.1% |
| 10Y | +312.9% | +211.4% | +101.4% | +40.2% |
| All | +750.3% | +728.9% | +21.3% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling