+155.8%
SPMO vs IVZ
+132.2%
+23.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | -0.7% | +2.5% | -3.2% | -1.5% |
| 3M | +2.8% | +17.1% | -14.2% | -2.4% |
| 6M | +24.4% | +35.1% | -10.7% | +12.6% |
| YTD | +24.2% | +24.3% | -0.1% | +14.7% |
| 1Y | +24.5% | +48.7% | -24.2% | +8.4% |
| All | +155.8% | +132.2% | +23.6% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling