-100.0%
SPXS vs IRM
+1,489.4%
-1,589.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.0% |
| 7D | -1.5% | +1.6% | -3.2% | +0.1% |
| 30D | +3.7% | -4.2% | +7.9% | -0.5% |
| 3M | -9.6% | -5.4% | -4.2% | -13.8% |
| 6M | -32.4% | +12.0% | -44.4% | -21.6% |
| YTD | -28.7% | +42.0% | -70.7% | +6.1% |
| 1Y | -38.1% | +29.9% | -68.0% | -14.6% |
| 3Y | -80.1% | +104.4% | -184.5% | -48.0% |
| 5Y | -85.9% | +191.0% | -276.9% | -33.7% |
| 10Y | -99.5% | +417.1% | -516.6% | -93.4% |
| All | -100.0% | +1,489.4% | -1,589.4% | -99.6% |
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