+576.6%
SPMO vs IVZ
+60.3%
+516.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +0.5% | +3.1% | -2.6% | -0.4% |
| 3M | +1.9% | +18.2% | -16.3% | -2.9% |
| 6M | +27.8% | +38.6% | -10.8% | +16.3% |
| YTD | +26.7% | +25.9% | +0.8% | +17.9% |
| 1Y | +28.9% | +51.7% | -22.8% | +13.7% |
| 3Y | +160.7% | +138.7% | +22.0% | +98.3% |
| 5Y | +150.2% | +62.8% | +87.4% | +104.8% |
| 10Y | +517.5% | +60.9% | +456.6% | +331.2% |
| All | +576.6% | +60.3% | +516.3% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling