+312.6%
SPYM vs IWD
+202.4%
+110.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +1.6% |
| 30D | -2.6% | +3.2% | -5.9% | -5.6% |
| 3M | -1.7% | +2.3% | -4.0% | -3.9% |
| 6M | +3.1% | +12.9% | -9.8% | -8.4% |
| YTD | +12.0% | +26.2% | -14.2% | -10.7% |
| 1Y | +12.1% | +28.3% | -16.2% | -12.0% |
| 3Y | +78.5% | +84.4% | -5.8% | -1.3% |
| 5Y | +73.8% | +73.0% | +0.9% | +2.7% |
| All | +312.6% | +202.4% | +110.3% | +45.7% |
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