+350.1%
IVV vs SPMO
+504.7%
-154.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | +9.8% | -6.4% | -3.5% |
| 30D | -2.7% | -9.2% | +6.5% | +4.0% |
| 3M | -1.7% | -11.0% | +9.3% | +6.3% |
| 6M | +3.2% | -6.6% | +9.8% | +6.0% |
| YTD | +12.0% | +13.3% | -1.4% | -1.5% |
| 1Y | +12.1% | +12.7% | -0.5% | -1.0% |
| 3Y | +78.6% | +127.5% | -48.9% | -10.7% |
| 5Y | +73.8% | +117.4% | -43.5% | -10.2% |
| 10Y | +312.1% | +469.5% | -157.4% | +22.4% |
| All | +350.1% | +504.7% | -154.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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