-75.1%
IRON vs SPY
+148.0%
-223.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.5% |
| 7D | -2.3% | +0.5% | -2.9% | -2.8% |
| 30D | -0.8% | -0.9% | +0.2% | 0.0% |
| 3M | +16.8% | +3.9% | +12.9% | +12.8% |
| 6M | +25.6% | +14.5% | +11.1% | +12.0% |
| YTD | -3.2% | +12.9% | -16.2% | -12.9% |
| 1Y | +24.1% | +19.4% | +4.8% | +6.5% |
| 3Y | +49.5% | +78.5% | -29.0% | -4.5% |
| 5Y | -47.7% | +81.8% | -129.5% | -65.8% |
| All | -75.1% | +148.0% | -223.1% | -84.3% |
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 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