+10,042.6%
IRM vs SPY
+1,949.1%
+8,093.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -8.1% | +0.1% | -8.1% | -8.1% |
| 3M | -9.7% | +2.0% | -11.7% | -11.0% |
| 6M | +10.0% | +13.0% | -3.0% | +0.9% |
| YTD | +43.0% | +13.5% | +29.5% | +30.7% |
| 1Y | +32.7% | +20.0% | +12.7% | +16.8% |
| 3Y | +102.7% | +77.2% | +25.5% | +35.7% |
| 5Y | +187.6% | +81.9% | +105.7% | +89.3% |
| 10Y | +420.1% | +314.1% | +106.1% | +95.8% |
| All | +10,042.6% | +1,949.1% | +8,093.5% | +1,588.5% |
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