-95.5%
IRIX vs SPY
+308.5%
-404.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.5% |
| 7D | +4.4% | +3.3% | +1.1% | +1.5% |
| 30D | -16.5% | -2.7% | -13.8% | -14.5% |
| 3M | -18.4% | -1.7% | -16.6% | -17.3% |
| 6M | -31.7% | +3.1% | -34.8% | -33.8% |
| YTD | -37.7% | +11.9% | -49.6% | -43.6% |
| 1Y | -25.3% | +12.0% | -37.2% | -32.2% |
| 3Y | -65.9% | +78.2% | -144.0% | -79.0% |
| 5Y | -91.2% | +73.2% | -164.4% | -94.5% |
| All | -95.5% | +308.5% | -404.0% | -98.5% |
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