+566.9%
SPMO vs IFF
-0.9%
+567.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -0.9% | -3.2% | +2.2% | -0.2% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | -1.4% | +8.4% | -9.8% | -3.9% |
| 6M | +25.5% | +23.0% | +2.5% | +17.7% |
| YTD | +24.8% | +25.5% | -0.6% | +15.9% |
| 1Y | +24.5% | +29.1% | -4.6% | +14.4% |
| 3Y | +157.1% | +31.7% | +125.5% | +130.2% |
| 5Y | +149.5% | -35.2% | +184.7% | +167.9% |
| 10Y | +518.1% | -20.7% | +538.8% | +495.6% |
| All | +566.9% | -0.9% | +567.8% | +527.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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