+11.2%
SPYG vs IRM
+19.5%
-8.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -2.8% | +2.6% | -5.4% | -3.3% |
| 30D | -6.2% | +5.6% | -11.8% | -7.3% |
| 3M | -3.6% | -4.7% | +1.1% | -2.8% |
| 6M | +4.8% | -6.1% | +10.9% | +5.6% |
| YTD | +11.0% | +46.3% | -35.4% | +2.0% |
| 1Y | +11.2% | +18.7% | -7.5% | +5.8% |
| All | +11.2% | +19.5% | -8.2% | +5.8% |
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 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