-99.5%
SPXS vs IRM
+430.1%
-529.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | -0.1% |
| 7D | +6.4% | -1.8% | +8.2% | +4.6% |
| 30D | +6.0% | -7.8% | +13.7% | -1.6% |
| 3M | -11.6% | -7.9% | -3.8% | -17.6% |
| 6M | -28.7% | +6.3% | -35.0% | -21.7% |
| YTD | -26.3% | +38.2% | -64.4% | +5.7% |
| 1Y | -34.9% | +19.8% | -54.7% | -17.8% |
| 3Y | -79.5% | +98.8% | -178.2% | -47.7% |
| 5Y | -85.9% | +191.8% | -277.7% | -34.0% |
| All | -99.5% | +430.1% | -529.6% | -93.5% |
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