+576.6%
SPMO vs IRM
+570.8%
+5.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.4% | +1.6% | +1.8% | +2.8% |
| 30D | +0.5% | -4.2% | +4.7% | +1.8% |
| 3M | +1.9% | -5.4% | +7.3% | +3.5% |
| 6M | +27.8% | +12.0% | +15.8% | +23.1% |
| YTD | +26.7% | +42.0% | -15.4% | +13.0% |
| 1Y | +28.9% | +29.9% | -1.0% | +17.6% |
| 3Y | +160.7% | +104.4% | +56.3% | +103.3% |
| 5Y | +150.2% | +191.0% | -40.8% | +72.4% |
| 10Y | +517.5% | +417.1% | +100.4% | +242.0% |
| All | +576.6% | +570.8% | +5.8% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling