+28.1%
IYR vs SPMO
+154.5%
-126.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -2.5% | -0.7% | -1.8% | -2.4% |
| 3M | -3.0% | +2.8% | -5.8% | -4.6% |
| 6M | +1.6% | +24.4% | -22.8% | -7.0% |
| YTD | +7.3% | +24.2% | -16.9% | -1.9% |
| 1Y | +5.6% | +24.5% | -18.9% | -3.6% |
| All | +28.1% | +154.5% | -126.3% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling