+177.3%
IWM vs SPMO
+504.7%
-327.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +2.8% | +9.8% | -7.0% | -4.4% |
| 30D | +0.6% | -9.2% | +9.8% | +7.9% |
| 3M | -7.8% | -11.0% | +3.2% | +0.2% |
| 6M | -1.0% | -6.6% | +5.7% | +2.0% |
| YTD | +13.9% | +13.3% | +0.5% | -0.2% |
| 1Y | +15.4% | +12.7% | +2.8% | +1.7% |
| 3Y | +70.2% | +127.5% | -57.3% | -17.1% |
| 5Y | +23.7% | +117.4% | -93.7% | -37.5% |
| 10Y | +147.8% | +469.5% | -321.7% | -28.9% |
| All | +177.3% | +504.7% | -327.4% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling