-95.2%
IRIX vs SPY
+315.0%
-410.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +5.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.3% |
| 30D | -20.2% | -3.3% | -16.9% | -17.8% |
| 3M | -14.5% | -2.4% | -12.0% | -12.7% |
| 6M | -31.1% | +2.6% | -33.6% | -32.8% |
| YTD | -37.7% | +11.2% | -49.0% | -43.2% |
| 1Y | -33.0% | +13.4% | -46.4% | -39.8% |
| 3Y | -66.0% | +79.9% | -145.9% | -79.3% |
| 5Y | -92.1% | +72.2% | -164.3% | -95.0% |
| 10Y | -95.2% | +307.3% | -402.5% | -98.3% |
| All | -95.2% | +315.0% | -410.2% | -98.3% |
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