+311.1%
SPOT vs IRM
+447.7%
-136.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +1.6% | +6.8% | -5.2% | 0.0% |
| 30D | +16.9% | +2.6% | +14.3% | +15.8% |
| 3M | +23.0% | -9.5% | +32.4% | +25.1% |
| 6M | +42.2% | -8.5% | +50.7% | +43.7% |
| YTD | +5.5% | +40.3% | -34.8% | -6.2% |
| 1Y | -5.1% | +28.7% | -33.7% | -13.6% |
| 3Y | +257.9% | +111.8% | +146.1% | +174.5% |
| 5Y | +118.4% | +189.1% | -70.7% | +54.3% |
| All | +311.1% | +447.7% | -136.6% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling