+11.5%
SPMO vs IWF
-1.6%
+13.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.3% |
| 7D | -8.9% | -4.2% | -4.7% | -4.5% |
| 30D | -13.8% | -8.1% | -5.7% | -5.3% |
| 3M | -12.5% | -5.1% | -7.5% | -7.3% |
| 6M | -1.5% | -1.4% | -0.1% | +0.7% |
| YTD | +11.3% | -0.1% | +11.4% | +11.9% |
| 1Y | +11.5% | -1.3% | +12.7% | +13.4% |
| All | +11.5% | -1.6% | +13.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling