+160.7%
SPMO vs IWD
+71.7%
+89.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.4% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +0.5% | -0.8% | +1.3% | +1.3% |
| 3M | +1.9% | +8.0% | -6.1% | -6.7% |
| 6M | +27.8% | +18.2% | +9.6% | +6.5% |
| YTD | +26.7% | +22.3% | +4.3% | +1.7% |
| 1Y | +28.9% | +28.9% | 0.0% | -2.2% |
| 3Y | +160.7% | +71.5% | +89.1% | +53.4% |
| All | +160.7% | +71.7% | +89.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling