-9.3%
SSPC vs IWD
+8.1%
-17.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.0% | -13.9% | -7.6% |
| 7D | -13.9% | +1.3% | -15.2% | -12.6% |
| 30D | +14.3% | +3.6% | +10.7% | +21.0% |
| 3M | -35.2% | +2.3% | -37.5% | -31.9% |
| All | -9.3% | +8.1% | -17.4% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling