-93.2%
IRIX vs SPY
+1,902.9%
-1,996.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -16.7% | +0.1% | -16.7% | -16.8% |
| 3M | -39.1% | +2.0% | -41.1% | -39.9% |
| 6M | -50.4% | +13.0% | -63.4% | -53.7% |
| YTD | -38.6% | +13.5% | -52.1% | -42.9% |
| 1Y | -47.0% | +20.0% | -66.9% | -52.1% |
| 3Y | -60.9% | +77.2% | -138.1% | -71.6% |
| 5Y | -90.1% | +81.9% | -172.0% | -93.0% |
| 10Y | -95.3% | +314.1% | -409.3% | -97.7% |
| All | -93.2% | +1,902.9% | -1,996.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling