+319.7%
SPY vs IRM
+418.7%
-99.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -0.4% | +3.0% | -3.4% | -1.3% |
| 30D | -1.4% | -5.2% | +3.8% | +0.2% |
| 3M | +3.7% | -8.0% | +11.7% | +6.1% |
| 6M | +13.0% | +9.2% | +3.8% | +8.8% |
| YTD | +12.4% | +41.0% | -28.6% | -0.9% |
| 1Y | +18.5% | +23.3% | -4.7% | +8.7% |
| 3Y | +77.6% | +102.8% | -25.2% | +33.3% |
| 5Y | +81.7% | +192.8% | -111.1% | +18.2% |
| 10Y | +319.7% | +439.6% | -120.0% | +111.8% |
| All | +319.7% | +418.7% | -99.0% | +111.8% |
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