-100.0%
SPXS vs IRM
+1,469.6%
-1,569.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +0.6% |
| 7D | -7.5% | +6.8% | -14.3% | -0.9% |
| 30D | +5.3% | +2.6% | +2.7% | +10.5% |
| 3M | +9.7% | -9.5% | +19.2% | +2.3% |
| 6M | -4.6% | -8.5% | +3.9% | -9.0% |
| YTD | -25.8% | +40.3% | -66.1% | +12.1% |
| 1Y | -28.8% | +28.7% | -57.5% | -0.8% |
| 3Y | -80.2% | +111.8% | -192.0% | -45.1% |
| 5Y | -83.2% | +189.1% | -272.3% | -19.7% |
| 10Y | -99.5% | +519.8% | -619.3% | -91.5% |
| All | -100.0% | +1,469.6% | -1,569.6% | -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