-90.5%
IRIX vs SPY
+82.0%
-172.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -16.7% | +0.1% | -16.7% | -16.9% |
| 3M | -39.1% | +2.0% | -41.1% | -40.3% |
| 6M | -50.4% | +13.0% | -63.4% | -55.2% |
| YTD | -38.6% | +13.5% | -52.1% | -44.8% |
| 1Y | -47.0% | +20.0% | -66.9% | -54.3% |
| 3Y | -60.9% | +77.2% | -138.1% | -74.7% |
| All | -90.5% | +82.0% | -172.5% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling