+517.6%
SPMO vs IVZ
+65.9%
+451.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.9% | -2.4% | +1.4% | -0.2% |
| 30D | -1.9% | +3.0% | -4.9% | -2.8% |
| 3M | -1.4% | +14.9% | -16.2% | -5.5% |
| 6M | +25.5% | +36.7% | -11.3% | +14.0% |
| YTD | +24.8% | +25.7% | -0.8% | +15.7% |
| 1Y | +24.5% | +47.7% | -23.2% | +9.8% |
| 3Y | +157.1% | +138.8% | +18.3% | +91.9% |
| 5Y | +149.5% | +62.1% | +87.4% | +101.9% |
| All | +517.6% | +65.9% | +451.7% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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