+6.5%
IYR vs SPMO
+149.5%
-143.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.4% | -0.9% | -0.4% | -1.0% |
| 30D | -2.7% | -1.9% | -0.7% | -2.0% |
| 3M | -2.1% | -1.4% | -0.8% | -2.6% |
| 6M | +3.6% | +25.5% | -21.9% | -9.4% |
| YTD | +8.1% | +24.8% | -16.7% | -5.3% |
| 1Y | +4.7% | +24.5% | -19.8% | -8.4% |
| 3Y | +29.1% | +157.1% | -128.0% | -31.9% |
| All | +6.5% | +149.5% | -143.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling