+165.3%
IWM vs SPMO
+514.3%
-349.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.4% | -0.7% | -3.7% | -4.0% |
| 3M | +2.2% | +2.8% | -0.6% | -1.6% |
| 6M | +14.0% | +24.4% | -10.4% | -6.8% |
| YTD | +17.4% | +24.2% | -6.8% | -4.0% |
| 1Y | +22.9% | +24.5% | -1.5% | +0.4% |
| 3Y | +62.1% | +155.6% | -93.5% | -28.9% |
| 5Y | +38.2% | +148.2% | -110.0% | -37.7% |
| All | +165.3% | +514.3% | -349.1% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling