+18.4%
IWM vs SPMO
+11.2%
+7.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +1.4% | +6.3% | -4.9% | -1.6% |
| 30D | +2.3% | -8.9% | +11.1% | +6.5% |
| 3M | -8.3% | -13.2% | +4.9% | -2.3% |
| 6M | -1.3% | -9.3% | +7.9% | +0.7% |
| YTD | +13.5% | +11.6% | +2.0% | -1.9% |
| 1Y | +18.4% | +13.4% | +5.0% | +0.9% |
| All | +18.4% | +11.2% | +7.2% | +0.9% |
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