+485.0%
SPMO vs IWD
+237.6%
+247.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +2.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.9% |
| 30D | -14.1% | +3.6% | -17.6% | -16.6% |
| 3M | -13.1% | +2.3% | -15.4% | -14.8% |
| 6M | -9.4% | +13.0% | -22.4% | -18.5% |
| YTD | +9.5% | +26.2% | -16.7% | -10.2% |
| 1Y | +10.5% | +30.5% | -19.9% | -11.9% |
| 3Y | +124.4% | +86.2% | +38.2% | +33.4% |
| 5Y | +110.5% | +72.9% | +37.6% | +33.2% |
| 10Y | +450.3% | +205.0% | +245.2% | +143.9% |
| All | +485.0% | +237.6% | +247.4% | +156.2% |
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