-99.6%
IRD vs SPY
+782.1%
-881.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +3.9% |
| 7D | +13.9% | -2.7% | +16.6% | +17.5% |
| 30D | -5.2% | -5.4% | +0.2% | +0.9% |
| 3M | +12.4% | -4.1% | +16.5% | +17.7% |
| 6M | -20.5% | +0.7% | -21.2% | -21.0% |
| YTD | +108.0% | +8.7% | +99.3% | +91.2% |
| 1Y | +105.9% | +10.9% | +95.0% | +85.5% |
| 3Y | +39.3% | +75.0% | -35.7% | -23.2% |
| 5Y | -2.1% | +67.8% | -69.9% | -43.9% |
| 10Y | -94.2% | +312.9% | -407.0% | -99.0% |
| All | -99.6% | +782.1% | -881.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling