-100.0%
SPXU vs IRM
+1,046.9%
-1,146.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.1% |
| 7D | -1.5% | +1.6% | -3.1% | +0.1% |
| 30D | +3.7% | -4.2% | +7.9% | -0.1% |
| 3M | -9.6% | -5.4% | -4.2% | -13.4% |
| 6M | -32.4% | +12.0% | -44.4% | -22.2% |
| YTD | -28.7% | +42.0% | -70.7% | +3.4% |
| 1Y | -38.2% | +29.9% | -68.1% | -16.4% |
| 3Y | -80.4% | +104.4% | -184.8% | -51.8% |
| 5Y | -86.0% | +191.0% | -277.0% | -40.5% |
| 10Y | -99.5% | +417.1% | -516.6% | -94.5% |
| All | -100.0% | +1,046.9% | -1,146.9% | -99.7% |
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