+806.4%
SPYM vs IWD
+515.0%
+291.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +1.6% | -2.1% | -1.8% |
| 30D | -3.7% | +3.6% | -7.3% | -6.3% |
| 3M | -2.7% | +2.0% | -4.8% | -4.3% |
| 6M | +2.2% | +13.1% | -10.8% | -7.3% |
| YTD | +10.9% | +26.2% | -15.3% | -7.9% |
| 1Y | +11.3% | +29.6% | -18.2% | -9.5% |
| 3Y | +76.8% | +84.3% | -7.5% | +8.8% |
| 5Y | +73.5% | +73.4% | +0.1% | +12.8% |
| 10Y | +307.9% | +202.4% | +105.5% | +75.6% |
| All | +806.4% | +515.0% | +291.4% | +141.4% |
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