+112.6%
SPOT vs IRM
+190.5%
-77.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -6.5% | +3.0% | -9.5% | -7.4% |
| 30D | +2.2% | -5.2% | +7.4% | +3.6% |
| 3M | +5.4% | -8.0% | +13.4% | +7.5% |
| 6M | -4.0% | +9.2% | -13.2% | -8.7% |
| YTD | -9.9% | +41.0% | -50.9% | -23.3% |
| 1Y | -27.3% | +23.3% | -50.5% | -35.2% |
| 3Y | +236.4% | +102.8% | +133.6% | +120.9% |
| 5Y | +112.6% | +192.8% | -80.2% | +9.0% |
| All | +112.6% | +190.5% | -77.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling