+160.6%
SPMO vs IRM
+102.2%
+58.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +1.7% |
| 30D | +1.1% | -5.2% | +6.3% | +2.9% |
| 3M | +2.0% | -8.0% | +10.1% | +4.7% |
| 6M | +26.5% | +9.2% | +17.4% | +22.7% |
| YTD | +26.5% | +41.0% | -14.5% | +12.4% |
| 1Y | +27.9% | +23.3% | +4.7% | +18.2% |
| All | +160.6% | +102.2% | +58.4% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling