-79.5%
SPXS vs IRM
+102.2%
-181.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +0.9% |
| 7D | +1.2% | +3.0% | -1.8% | +3.5% |
| 30D | +5.2% | -5.2% | +10.4% | +1.4% |
| 3M | -9.2% | -8.0% | -1.1% | -13.8% |
| 6M | -29.6% | +9.2% | -38.8% | -22.0% |
| YTD | -27.6% | +41.0% | -68.6% | -0.8% |
| 1Y | -36.7% | +23.3% | -60.0% | -21.1% |
| All | -79.5% | +102.2% | -181.7% | -47.5% |
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 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