+576.6%
SPMO vs IWF
+455.3%
+121.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +3.4% | +1.5% | +1.9% | +2.1% |
| 30D | +0.5% | -1.3% | +1.8% | +1.6% |
| 3M | +1.9% | +0.1% | +1.8% | +2.1% |
| 6M | +27.8% | +10.3% | +17.5% | +18.3% |
| YTD | +26.7% | +4.2% | +22.5% | +22.9% |
| 1Y | +28.9% | +9.3% | +19.6% | +20.2% |
| 3Y | +160.7% | +79.3% | +81.3% | +63.3% |
| 5Y | +150.2% | +73.8% | +76.4% | +58.1% |
| 10Y | +517.5% | +410.9% | +106.6% | +95.7% |
| All | +576.6% | +455.3% | +121.3% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling