+307.8%
SPY vs IRM
+520.0%
-212.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +2.6% | +6.8% | -4.2% | +0.4% |
| 30D | -2.0% | +2.6% | -4.6% | -3.0% |
| 3M | -2.8% | -9.5% | +6.7% | 0.0% |
| 6M | +2.1% | -8.5% | +10.6% | +4.3% |
| YTD | +11.5% | +40.3% | -28.8% | -2.0% |
| 1Y | +13.5% | +28.7% | -15.2% | +2.5% |
| 3Y | +77.7% | +111.8% | -34.1% | +30.6% |
| 5Y | +72.6% | +189.1% | -116.5% | +11.9% |
| All | +307.8% | +520.0% | -212.2% | +98.6% |
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