+11.7%
SPYM vs IWD
+29.9%
-18.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +0.5% |
| 7D | +0.1% | +1.3% | -1.2% | -1.0% |
| 30D | -3.3% | +3.6% | -6.9% | -6.3% |
| 3M | -2.4% | +2.3% | -4.7% | -4.3% |
| 6M | +2.6% | +13.0% | -10.4% | -8.3% |
| YTD | +11.3% | +26.2% | -14.9% | -10.1% |
| All | +11.7% | +29.9% | -18.2% | -11.8% |
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 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