+252.8%
SPOT vs IRM
+450.3%
-197.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -3.1% | -1.4% | -1.6% | -2.7% |
| 30D | +7.4% | -7.4% | +14.8% | +9.2% |
| 3M | +8.2% | -7.4% | +15.5% | +9.7% |
| 6M | +2.2% | +8.7% | -6.5% | -1.2% |
| YTD | -9.5% | +40.9% | -50.4% | -19.2% |
| 1Y | -23.8% | +20.5% | -44.4% | -29.3% |
| 3Y | +233.5% | +101.7% | +131.8% | +160.9% |
| 5Y | +112.2% | +197.7% | -85.5% | +49.9% |
| All | +252.8% | +450.3% | -197.5% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling