-94.7%
IRD vs SPY
+311.8%
-406.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.9% |
| 7D | +0.9% | -0.9% | +1.8% | +1.7% |
| 30D | -7.1% | -2.4% | -4.8% | -5.2% |
| 3M | +11.1% | -1.2% | +12.2% | +12.3% |
| 6M | -15.8% | +3.3% | -19.1% | -17.6% |
| YTD | +114.4% | +12.3% | +102.1% | +97.8% |
| 1Y | +118.8% | +12.4% | +106.3% | +101.8% |
| 3Y | +52.3% | +78.8% | -26.5% | +1.9% |
| 5Y | +8.8% | +75.2% | -66.3% | -26.5% |
| 10Y | -94.7% | +311.1% | -405.8% | -97.9% |
| All | -94.7% | +311.8% | -406.5% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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