+334.3%
IRS vs SPY
+81.0%
+253.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.7% |
| 7D | +1.1% | -0.4% | +1.5% | +1.4% |
| 30D | +4.1% | -1.4% | +5.5% | +5.4% |
| 3M | -0.8% | +3.7% | -4.5% | -4.1% |
| 6M | +3.8% | +13.0% | -9.2% | -7.2% |
| YTD | -6.5% | +12.4% | -18.9% | -15.8% |
| 1Y | +23.7% | +18.5% | +5.1% | +6.4% |
| 3Y | +179.5% | +77.6% | +101.8% | +72.3% |
| 5Y | +334.3% | +81.7% | +252.7% | +150.1% |
| All | +334.3% | +81.0% | +253.3% | +150.1% |
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 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