+122.9%
SPMO vs IRM
+112.1%
+10.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +6.3% | +6.8% | -0.4% | +3.9% |
| 30D | -8.9% | +2.6% | -11.5% | -9.6% |
| 3M | -13.2% | -9.5% | -3.8% | -10.4% |
| 6M | -9.3% | -8.5% | -0.8% | -6.7% |
| YTD | +11.6% | +40.3% | -28.7% | -0.6% |
| 1Y | +13.4% | +28.7% | -15.3% | +3.8% |
| 3Y | +122.9% | +111.8% | +11.1% | +66.4% |
| All | +122.9% | +112.1% | +10.8% | +66.4% |
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