+87.2%
IYR vs SPMO
+575.0%
-487.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.9% | +2.7% | -3.6% | -2.3% |
| 30D | -2.4% | +1.1% | -3.4% | -3.0% |
| 3M | -2.0% | +2.0% | -4.1% | -4.6% |
| 6M | +2.5% | +26.5% | -24.1% | -13.0% |
| YTD | +8.3% | +26.5% | -18.2% | -8.1% |
| 1Y | +6.5% | +27.9% | -21.5% | -10.6% |
| 3Y | +29.3% | +160.4% | -131.1% | -33.7% |
| 5Y | +5.7% | +151.5% | -145.8% | -44.9% |
| 10Y | +69.2% | +526.3% | -457.1% | -44.2% |
| All | +87.2% | +575.0% | -487.8% | -40.2% |
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