-83.2%
SPXS vs IRM
+187.5%
-270.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +0.6% |
| 7D | -7.5% | +6.8% | -14.3% | -1.4% |
| 30D | +5.3% | +2.6% | +2.7% | +10.1% |
| 3M | +9.7% | -9.5% | +19.2% | +3.0% |
| 6M | -4.6% | -8.5% | +3.9% | -8.4% |
| YTD | -25.8% | +40.3% | -66.1% | +11.0% |
| 1Y | -28.8% | +28.7% | -57.5% | -1.7% |
| 3Y | -80.2% | +111.8% | -192.0% | -39.0% |
| All | -83.2% | +187.5% | -270.7% | -7.4% |
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