+505.4%
SPMO vs IWD
+239.2%
+266.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.3% |
| 7D | +1.8% | -0.6% | +2.4% | +2.5% |
| 30D | -10.0% | +3.6% | -13.6% | -12.7% |
| 3M | -9.4% | +2.7% | -12.0% | -11.4% |
| 6M | -7.7% | +13.2% | -20.9% | -17.0% |
| YTD | +13.3% | +26.8% | -13.4% | -7.4% |
| 1Y | +12.7% | +29.3% | -16.6% | -9.5% |
| 3Y | +127.5% | +85.1% | +42.3% | +35.8% |
| 5Y | +119.7% | +74.2% | +45.5% | +38.1% |
| 10Y | +469.5% | +204.6% | +264.9% | +151.6% |
| All | +505.4% | +239.2% | +266.2% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling