+9,733.9%
IRM vs SPY
+1,926.5%
+7,807.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.5% |
| 7D | -5.3% | -0.9% | -4.3% | -4.3% |
| 30D | -2.3% | -2.4% | 0.0% | -0.3% |
| 3M | -7.4% | -1.2% | -6.3% | -6.3% |
| 6M | -12.2% | +3.3% | -15.5% | -13.9% |
| YTD | +38.6% | +12.3% | +26.4% | +28.3% |
| 1Y | +14.9% | +12.4% | +2.4% | +6.4% |
| 3Y | +108.2% | +78.8% | +29.4% | +39.0% |
| 5Y | +183.8% | +75.2% | +108.7% | +92.6% |
| 10Y | +512.6% | +311.1% | +201.5% | +132.7% |
| All | +9,733.9% | +1,926.5% | +7,807.4% | +1,557.0% |
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