+254.8%
SPOT vs IWF
+290.7%
-36.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | -2.9% | +1.5% | -4.3% | -4.3% |
| 30D | +8.3% | -1.3% | +9.6% | +9.4% |
| 3M | +5.1% | +0.1% | +4.9% | +3.5% |
| 6M | -6.5% | +10.3% | -16.7% | -17.4% |
| YTD | -9.0% | +4.2% | -13.1% | -14.5% |
| 1Y | -26.4% | +9.3% | -35.7% | -34.8% |
| 3Y | +240.0% | +79.3% | +160.7% | +71.6% |
| 5Y | +111.7% | +73.8% | +38.0% | +13.3% |
| All | +254.8% | +290.7% | -36.0% | 0.0% |
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