+257.9%
SPOT vs IWF
+65.9%
+192.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.1% |
| 7D | +1.6% | +2.8% | -1.2% | -0.2% |
| 30D | +16.9% | -7.5% | +24.5% | +22.2% |
| 3M | +23.0% | -8.5% | +31.4% | +29.0% |
| 6M | +42.2% | -7.4% | +49.6% | +46.9% |
| YTD | +5.5% | -2.6% | +8.1% | +4.3% |
| 1Y | -5.1% | -1.8% | -3.2% | -6.8% |
| 3Y | +257.9% | +65.5% | +192.5% | +136.8% |
| All | +257.9% | +65.9% | +192.0% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling