-96.0%
IRIX vs SPY
+311.8%
-407.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.5% | -8.3% |
| 7D | -9.7% | -0.9% | -8.8% | -9.0% |
| 30D | -30.1% | -2.4% | -27.8% | -28.6% |
| 3M | -27.0% | -1.2% | -25.8% | -26.4% |
| 6M | -38.1% | +3.3% | -41.4% | -40.1% |
| YTD | -43.0% | +12.3% | -55.3% | -48.5% |
| 1Y | -45.4% | +12.4% | -57.8% | -50.6% |
| 3Y | -68.7% | +78.8% | -147.6% | -80.9% |
| 5Y | -92.8% | +75.2% | -167.9% | -95.6% |
| 10Y | -96.0% | +311.1% | -407.1% | -98.6% |
| All | -96.0% | +311.8% | -407.7% | -98.6% |
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