+517.6%
SPMO vs IWF
+422.7%
+94.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | -1.9% | -1.7% | -0.2% | -0.4% |
| 3M | -1.4% | +0.7% | -2.0% | -1.7% |
| 6M | +25.5% | +8.6% | +16.9% | +17.4% |
| YTD | +24.8% | +3.5% | +21.3% | +21.6% |
| 1Y | +24.5% | +7.0% | +17.5% | +17.9% |
| 3Y | +157.1% | +76.3% | +80.8% | +59.9% |
| 5Y | +149.5% | +74.8% | +74.7% | +53.6% |
| All | +517.6% | +422.7% | +94.9% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling