+16.2%
IRON vs SPY
+18.1%
-1.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -6.2% |
| 7D | -11.6% | -0.8% | -10.8% | -11.0% |
| 30D | -13.1% | -1.1% | -12.0% | -12.3% |
| 3M | +2.9% | +3.9% | -1.0% | -0.8% |
| 6M | +9.7% | +13.6% | -3.9% | -1.9% |
| YTD | -11.8% | +12.7% | -24.4% | -21.3% |
| 1Y | +16.2% | +17.5% | -1.3% | -3.3% |
| All | +16.2% | +18.1% | -1.9% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling