All charts and data below are CPI-U inflation-adjusted and with dividends reinvested. (Why?)

Total Real Returns

USSTOCKS vs. SPMO vs. QMOM vs. IDMO vs. IMOM: Total Real Return Chart (Dividends Reinvested, Inflation Adjusted)

Growth of $10,000

Wed 2016-01-06💬 to Fri 2026-08-21 Overall
Return
Exponential
Trendline
USSTOCKS
×
+213.28%
+11.35%/yr
+9.53%/yr
R2=0.829
U.S. Total Stock Market 💬 Reference Data
SPMO
×
+368.83%
+15.66%/yr
+13.95%/yr
R2=0.846
Invesco S&P 500 Momentum ETF Exchange-Traded Fund
QMOM
×
+145.68%
+8.83%/yr
+8.18%/yr
R2=0.668
Alpha Architect U.S. Quantitative Momentum ETF NASDAQ Exchange-Traded Fund
IDMO
×
+168.26%
+9.73%/yr
+8.63%/yr
R2=0.749
Invesco S&P International Developed Momentum ETF Exchange-Traded Fund
IMOM
×
+48.46%
+3.79%/yr
+1.84%/yr
R2=0.070
Alpha Architect International Quantitative Momentum ETF NASDAQ Exchange-Traded Fund

Growth of $10,000 Summary

Wed 2016-01-06💬 to Fri 2026-08-21 Start
Value
End
Value
USSTOCKS
×
$10,000.00
2016-01-06
$31,327.72
2026-08-21
SPMO
×
$10,000.00
2016-01-06
$46,883.15
2026-08-21
QMOM
×
$10,000.00
2016-01-06
$24,567.75
2026-08-21
IDMO
×
$10,000.00
2016-01-06
$26,826.05
2026-08-21
IMOM
×
$10,000.00
2016-01-06
$14,846.07
2026-08-21

This Year’s Performance

through 2026-08-21

  YTD YoY
USSTOCKS
×
+9.98% +18.36%
SPMO
×
+21.27% +26.42%
QMOM
×
+11.28% +17.58%
IDMO
×
+11.09% +19.57%
IMOM
×
+5.57% +19.47%

Drawdowns

  Current
Drawdown
Worst
Drawdown
USSTOCKS
×
−1.63%
on 2026-08-21
from 2026-08-13 peak
−34.96%
on 2020-03-23
from 2020-02-19 peak
SPMO
×
−8.09%
on 2026-08-21
from 2026-06-30 peak
−30.90%
on 2020-03-23
from 2020-02-19 peak
QMOM
×
−8.33%
on 2026-08-21
from 2021-02-12 peak
−47.92%
on 2023-10-26
from 2021-02-12 peak
IDMO
×
−1.10%
on 2026-08-21
from 2026-08-17 peak
−33.42%
on 2020-03-23
from 2018-01-23 peak
IMOM
×
−10.46%
on 2026-08-21
from 2026-02-25 peak
−48.01%
on 2020-03-18
from 2018-01-19 peak

Rolling Returns

Period ending Fri 2026-08-21 1 yr 2 yr 3 yr 5 yr 10 yr
USSTOCKS
×
+18.36% +31.97%
+14.88%/yr
+65.41%
+18.26%/yr
+45.70%
+7.82%/yr
+186.10%
+11.08%/yr
SPMO
×
+26.42% +58.12%
+25.74%/yr
+140.59%
+34.00%/yr
+109.32%
+15.92%/yr
+344.40%
+16.09%/yr
QMOM
×
+17.58% +18.04%
+8.65%/yr
+59.29%
+16.79%/yr
+33.42%
+5.94%/yr
+133.87%
+8.87%/yr
IDMO
×
+19.57% +48.82%
+21.99%/yr
+89.78%
+23.81%/yr
+72.71%
+11.55%/yr
+140.57%
+9.18%/yr
IMOM
×
+19.47% +48.13%
+21.71%/yr
+67.83%
+18.84%/yr
+14.89%
+2.81%/yr
+42.37%
+3.60%/yr

Annual Returns

Year USSTOCKS SPMO QMOM IDMO IMOM
2026 (YTD) +9.98% +21.27% +11.28% +11.09% +5.57%
2025 +14.08% +23.28% −0.31% +38.46% +43.37%
2024 +20.34% +41.73% +26.78% +9.64% +2.27%
2023 +22.05% +13.76% +5.95% +16.28% +5.61%
2022 −24.36% −15.90% −12.64% −17.38% −26.66%
2021 +17.51% +14.58% −10.37% +6.79% −7.28%
2020 +19.28% +26.53% +59.76% +20.37% +26.66%
2019 +27.95% +23.11% +25.52% +22.39% +15.61%
2018 −6.97% −2.77% −13.40% −18.23% −24.51%
2017 +18.72% +25.12% +13.52% +26.58% +32.04%
2016 +10.41% +5.35% +2.76% −3.52% −11.53%
2015 −0.23% +3.24% −4.82% −12.43% +0.10%
2014 +11.87% −8.02%
2013 +31.52% +18.04%
2012 +14.46% +0.92%
2011 −1.64%
2010 +15.47%
2009 +25.14%
2008 −36.85%
2007 +1.32%
2006 +12.84%
2005 +2.60%
2004 +9.41%
2003 +29.08%
2002 −22.55%
2001 −12.20%
2000 −13.40%
1999 +20.70%
1998 +21.55%
1997 +28.32%
1996 +17.06%
1995 +31.85%
1994 −2.86%
1993 +8.50%
1992 +5.89%
1991 +30.81%
1990 −11.44%
1989 +23.14%
1988 +13.00%
1987 −2.67%
1986 +15.15%
1985 +27.77%
1984 −0.10%
1983 +18.08%
1982 +16.98%
1981 −11.18%
1980 +18.43%
1979 +8.95%
1978 −0.69%
1977 −9.19%
1976 +21.09%
1975 +29.36%
1974 −35.73%
1973 −25.79%
1972 +13.08%
1971 +12.49%
1970 −5.19%
1969 −16.15%
1968 +8.97%
1967 +24.92%
1966 −11.86%
1965 +12.28%
1964 +14.96%
1963 +19.00%
1962 −11.37%
1961 +26.09%
1960 −0.16%
1959 +10.84%
1958 +42.47%
1957 −12.54%
1956 +5.21%
1955 +24.87%
1954 +51.43%
1953 −0.03%
1952 +12.62%
1951 +13.82%
1950 +22.83%
1949 +22.75%
1948 −1.10%
1947 −4.96%
1946 −20.76%
1945 +35.66%
1944 +18.64%
1943 +24.63%
1942 +6.84%
1941 −18.63%
1940 −7.86%
1939 +2.51%
1938 +31.83%
1937 −36.54%
1936 +30.27%
1935 +40.80%
1934 +1.72%
1933 +55.61%
1932 +1.80%
1931 −37.99%
1930 −23.86%
1929 −15.35%
1928 +40.71%
1927 +35.65%