+252.8%
SPOT vs IWF
+288.4%
-35.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -3.1% | -0.9% | -2.2% | -2.1% |
| 30D | +7.4% | -1.7% | +9.1% | +9.0% |
| 3M | +8.2% | +0.7% | +7.5% | +6.1% |
| 6M | +2.2% | +8.6% | -6.3% | -8.2% |
| YTD | -9.5% | +3.5% | -13.0% | -14.4% |
| 1Y | -23.8% | +7.0% | -30.9% | -30.9% |
| 3Y | +233.5% | +76.3% | +157.1% | +71.5% |
| 5Y | +112.2% | +74.8% | +37.5% | +13.1% |
| All | +252.8% | +288.4% | -35.5% | +0.1% |
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