-95.5%
IRIX vs SPY
+305.4%
-401.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.3% | -3.2% |
| 7D | -7.0% | -2.7% | -4.3% | -4.8% |
| 30D | -25.0% | -5.4% | -19.6% | -21.3% |
| 3M | -21.4% | -4.1% | -17.3% | -18.7% |
| 6M | -36.5% | +0.7% | -37.2% | -37.2% |
| YTD | -42.1% | +8.7% | -50.8% | -46.2% |
| 1Y | -37.1% | +10.9% | -48.0% | -42.5% |
| 3Y | -72.5% | +75.0% | -147.5% | -82.8% |
| 5Y | -93.0% | +67.8% | -160.7% | -95.5% |
| All | -95.5% | +305.4% | -401.0% | -98.4% |
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