+148.9%
SPMO vs IWD
+75.3%
+73.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.3% |
| 30D | -0.4% | +0.6% | -1.0% | -1.1% |
| 3M | -1.9% | +7.2% | -9.1% | -8.8% |
| 6M | +25.0% | +16.2% | +8.8% | +7.2% |
| YTD | +26.0% | +23.3% | +2.7% | +1.7% |
| 1Y | +28.7% | +29.6% | -0.9% | -1.3% |
| 3Y | +160.9% | +70.5% | +90.5% | +52.8% |
| All | +148.9% | +75.3% | +73.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling