+851.5%
IRMD vs SPY
+366.9%
+484.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | -0.9% | +2.6% | -3.5% | -3.0% |
| 30D | -4.8% | -2.0% | -2.8% | -3.1% |
| 3M | -1.6% | -2.8% | +1.2% | +0.8% |
| 6M | +0.8% | +2.1% | -1.3% | -1.2% |
| YTD | -11.5% | +11.5% | -23.0% | -19.3% |
| 1Y | +2.6% | +13.5% | -10.8% | -7.8% |
| 3Y | +115.0% | +77.7% | +37.3% | +32.3% |
| 5Y | +133.8% | +72.6% | +61.2% | +48.3% |
| 10Y | +851.5% | +308.2% | +543.4% | +177.6% |
| All | +851.5% | +366.9% | +484.7% | +147.1% |
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