+11.2%
SPY vs IRM
+10.0%
+1.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.6% | -5.1% | +4.5% | +0.4% |
| 30D | -3.7% | -3.3% | -0.4% | -3.0% |
| 3M | -2.7% | -8.2% | +5.4% | -1.4% |
| 6M | +2.2% | -12.8% | +14.9% | +4.4% |
| YTD | +10.8% | +36.6% | -25.8% | +3.5% |
| 1Y | +11.2% | +11.9% | -0.7% | +8.5% |
| All | +11.2% | +10.0% | +1.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling