+823.3%
SPYM vs IWF
+1,119.8%
-296.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.3% |
| 7D | +0.6% | +1.5% | -0.9% | -0.6% |
| 30D | -0.9% | -1.3% | +0.3% | 0.0% |
| 3M | +3.9% | +0.1% | +3.8% | +3.5% |
| 6M | +14.5% | +10.3% | +4.3% | +5.5% |
| YTD | +13.0% | +4.2% | +8.8% | +8.9% |
| 1Y | +19.4% | +9.3% | +10.1% | +10.6% |
| 3Y | +78.9% | +79.3% | -0.5% | +10.1% |
| 5Y | +82.3% | +73.8% | +8.6% | +13.6% |
| 10Y | +314.7% | +410.9% | -96.2% | +8.4% |
| All | +823.3% | +1,119.8% | -296.5% | +24.7% |
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