+114.4%
SPMO vs IRM
+187.5%
-73.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.7% |
| 3M | -13.2% | -9.5% | -3.8% | -10.3% |
| 6M | -9.3% | -8.5% | -0.8% | -6.7% |
| YTD | +11.6% | +40.3% | -28.7% | -1.1% |
| 1Y | +13.4% | +28.7% | -15.3% | +3.3% |
| 3Y | +122.9% | +111.8% | +11.1% | +64.8% |
| All | +114.4% | +187.5% | -73.1% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling