-76.0%
IRON vs SPY
+145.3%
-221.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | -6.6% | -2.0% | -4.6% | -5.0% |
| 30D | -8.7% | -1.7% | -7.1% | -7.4% |
| 3M | +10.2% | +4.7% | +5.5% | +5.8% |
| 6M | +12.0% | +12.5% | -0.5% | +1.4% |
| YTD | -6.6% | +11.7% | -18.4% | -15.2% |
| 1Y | +23.7% | +17.5% | +6.2% | +7.6% |
| 3Y | +44.2% | +76.6% | -32.3% | -7.0% |
| 5Y | -47.2% | +82.0% | -129.2% | -65.3% |
| All | -76.0% | +145.3% | -221.3% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling