+9,595.7%
IRM vs SPY
+1,907.5%
+7,688.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +2.3% |
| 7D | -3.8% | +0.1% | -3.8% | -3.5% |
| 30D | -3.2% | -3.3% | +0.1% | -0.4% |
| 3M | -7.8% | -2.4% | -5.4% | -5.8% |
| 6M | -12.7% | +2.6% | -15.3% | -13.9% |
| YTD | +36.7% | +11.2% | +25.5% | +27.4% |
| 1Y | +10.0% | +13.4% | -3.3% | +1.3% |
| 3Y | +107.2% | +79.9% | +27.3% | +37.8% |
| 5Y | +181.6% | +72.2% | +109.4% | +93.4% |
| 10Y | +481.1% | +307.3% | +173.8% | +122.2% |
| All | +9,595.7% | +1,907.5% | +7,688.2% | +1,544.9% |
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