+1,890.8%
SPY vs IRM
+9,515.1%
-7,624.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.6% | -5.1% | +4.5% | +0.7% |
| 30D | -3.7% | -3.3% | -0.4% | -3.0% |
| 3M | -2.7% | -8.2% | +5.4% | -0.9% |
| 6M | +2.2% | -12.8% | +14.9% | +5.3% |
| YTD | +10.8% | +36.6% | -25.8% | +0.9% |
| 1Y | +11.2% | +11.9% | -0.7% | +6.5% |
| 3Y | +76.5% | +105.1% | -28.6% | +41.5% |
| 5Y | +72.9% | +182.4% | -109.4% | +26.2% |
| 10Y | +304.8% | +505.1% | -200.3% | +135.8% |
| All | +1,890.8% | +9,515.1% | -7,624.3% | +659.3% |
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