+18.9%
IWM vs SPMO
+11.0%
+8.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.9% |
| 7D | +1.0% | -8.9% | +9.9% | +5.4% |
| 30D | +0.2% | -13.8% | +14.0% | +7.5% |
| 3M | -5.6% | -12.5% | +6.9% | +0.4% |
| 6M | +2.7% | -1.5% | +4.2% | -1.7% |
| YTD | +16.2% | +11.3% | +4.8% | +0.4% |
| 1Y | +18.9% | +11.5% | +7.5% | +2.7% |
| All | +18.9% | +11.0% | +8.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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