-99.5%
SPXU vs IRM
+440.8%
-540.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +1.2% |
| 30D | +4.2% | -7.4% | +11.6% | -2.9% |
| 3M | -9.3% | -7.4% | -1.9% | -15.0% |
| 6M | -30.7% | +8.7% | -39.4% | -22.2% |
| YTD | -28.1% | +40.9% | -69.1% | +4.9% |
| 1Y | -35.2% | +20.5% | -55.8% | -17.8% |
| 3Y | -79.9% | +101.7% | -181.6% | -48.4% |
| 5Y | -86.4% | +197.7% | -284.1% | -35.4% |
| All | -99.5% | +440.8% | -540.3% | -93.6% |
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 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