+66.7%
IRS vs SPY
+2,807.6%
-2,740.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +3.6% | +0.1% | +3.4% | +3.4% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | -0.9% | +2.0% | -2.9% | -2.3% |
| 6M | +0.4% | +13.0% | -12.6% | -7.8% |
| YTD | -8.3% | +13.5% | -21.9% | -16.0% |
| 1Y | +7.7% | +20.0% | -12.2% | -4.9% |
| 3Y | +140.2% | +77.2% | +63.0% | +62.3% |
| 5Y | +327.7% | +81.9% | +245.9% | +182.8% |
| 10Y | +19.9% | +314.1% | -294.2% | -54.5% |
| All | +66.7% | +2,807.6% | -2,740.9% | -83.8% |
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