+101.3%
SPMO vs IP
-12.0%
+113.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -8.7% | -5.1% | -3.6% | -7.7% |
| 30D | -18.7% | +8.5% | -27.2% | -20.1% |
| 3M | -16.4% | -13.8% | -2.6% | -14.0% |
| 6M | -11.9% | +5.7% | -17.6% | -13.8% |
| YTD | +4.9% | -9.1% | +14.0% | +5.1% |
| 1Y | +6.2% | -0.8% | +7.0% | +3.9% |
| 3Y | +115.1% | +14.8% | +100.3% | +94.9% |
| All | +101.3% | -12.0% | +113.3% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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