-49.7%
IRON vs SPY
+81.0%
-130.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -4.4% | -0.4% | -4.1% | -4.1% |
| 30D | -2.3% | -1.4% | -0.9% | -1.0% |
| 3M | +12.0% | +3.7% | +8.2% | +8.0% |
| 6M | +19.1% | +13.0% | +6.1% | +6.4% |
| YTD | -3.7% | +12.4% | -16.0% | -13.7% |
| 1Y | +26.8% | +18.5% | +8.3% | +7.9% |
| 3Y | +48.8% | +77.6% | -28.8% | -9.2% |
| 5Y | -49.7% | +81.7% | -131.4% | -65.9% |
| All | -49.7% | +81.0% | -130.7% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling