-94.5%
IRD vs SPY
+315.0%
-409.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.3% |
| 7D | +13.5% | +0.1% | +13.4% | +13.6% |
| 30D | -9.7% | -3.3% | -6.4% | -7.1% |
| 3M | +14.8% | -2.4% | +17.2% | +17.1% |
| 6M | -15.8% | +2.6% | -18.4% | -17.1% |
| YTD | +109.0% | +11.2% | +97.7% | +94.1% |
| 1Y | +110.0% | +13.4% | +96.6% | +92.5% |
| 3Y | +45.8% | +79.9% | -34.1% | -2.8% |
| 5Y | +0.7% | +72.2% | -71.5% | -31.2% |
| 10Y | -94.5% | +307.3% | -401.9% | -97.9% |
| All | -94.5% | +315.0% | -409.5% | -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