+230.9%
SPOT vs IWF
+75.5%
+155.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | -6.9% | -1.7% | -5.1% | -5.6% |
| 30D | +4.1% | -1.8% | +6.0% | +5.4% |
| 3M | +3.7% | +1.5% | +2.3% | +1.5% |
| 6M | -1.6% | +7.7% | -9.3% | -9.0% |
| YTD | -10.2% | +2.7% | -12.9% | -13.3% |
| 1Y | -25.9% | +6.8% | -32.7% | -31.3% |
| All | +230.9% | +75.5% | +155.4% | +84.3% |
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