+573.2%
SPMO vs IWD
+230.0%
+343.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.2% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | -0.4% | +0.6% | -1.0% | -0.9% |
| 3M | -1.9% | +7.2% | -9.1% | -7.6% |
| 6M | +25.0% | +16.2% | +8.8% | +10.0% |
| YTD | +26.0% | +23.3% | +2.7% | +5.4% |
| 1Y | +28.7% | +29.6% | -0.9% | +3.1% |
| 3Y | +160.9% | +70.5% | +90.5% | +66.9% |
| 5Y | +147.9% | +73.5% | +74.4% | +56.7% |
| 10Y | +518.9% | +198.3% | +320.6% | +179.7% |
| All | +573.2% | +230.0% | +343.2% | +200.6% |
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