+517.6%
SPMO vs IRM
+440.8%
+76.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.5% |
| 30D | -1.9% | -7.4% | +5.5% | +0.5% |
| 3M | -1.4% | -7.4% | +6.0% | +0.9% |
| 6M | +25.5% | +8.7% | +16.8% | +21.8% |
| YTD | +24.8% | +40.9% | -16.1% | +11.0% |
| 1Y | +24.5% | +20.5% | +4.0% | +15.9% |
| 3Y | +157.1% | +101.7% | +55.4% | +98.6% |
| 5Y | +149.5% | +197.7% | -48.2% | +67.0% |
| All | +517.6% | +440.8% | +76.8% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling