+143.5%
IWM vs SPMO
+460.5%
-317.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.9% |
| 7D | +1.4% | +6.3% | -4.9% | -3.4% |
| 30D | +2.3% | -8.9% | +11.1% | +9.5% |
| 3M | -8.3% | -13.2% | +4.9% | +1.8% |
| 6M | -1.3% | -9.3% | +7.9% | +4.0% |
| YTD | +13.5% | +11.6% | +2.0% | +0.4% |
| 1Y | +18.4% | +13.4% | +5.0% | +3.2% |
| 3Y | +69.6% | +122.9% | -53.3% | -17.5% |
| 5Y | +23.3% | +113.9% | -90.7% | -38.0% |
| All | +143.5% | +460.5% | -317.0% | -27.7% |
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 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