+231.7%
SPOT vs IRM
+102.2%
+129.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -6.5% | +3.0% | -9.5% | -7.1% |
| 30D | +2.2% | -5.2% | +7.4% | +3.0% |
| 3M | +5.4% | -8.0% | +13.4% | +6.7% |
| 6M | -4.0% | +9.2% | -13.2% | -7.4% |
| YTD | -9.9% | +41.0% | -50.9% | -19.6% |
| 1Y | -27.3% | +23.3% | -50.5% | -33.0% |
| All | +231.7% | +102.2% | +129.5% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling