-96.1%
IRD vs SPY
+313.2%
-409.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +26.6% | +0.1% | +26.4% | +26.5% |
| 30D | +23.5% | +0.1% | +23.5% | +23.5% |
| 3M | +0.6% | +2.0% | -1.3% | -0.7% |
| 6M | +2.2% | +13.0% | -10.8% | -6.4% |
| YTD | +132.3% | +13.5% | +118.8% | +111.8% |
| 1Y | +264.8% | +20.0% | +244.9% | +220.2% |
| 3Y | +19.1% | +77.2% | -58.1% | -20.7% |
| 5Y | +7.4% | +81.9% | -74.5% | -29.9% |
| All | -96.1% | +313.2% | -409.3% | -98.9% |
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