+397.5%
SPYG vs IRM
+520.0%
-122.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.3% | +6.8% | -4.4% | +0.1% |
| 30D | -6.5% | +2.6% | -9.1% | -7.3% |
| 3M | -6.8% | -9.5% | +2.6% | -4.0% |
| 6M | -3.1% | -8.5% | +5.3% | -0.8% |
| YTD | +8.0% | +40.3% | -32.3% | -5.2% |
| 1Y | +10.2% | +28.7% | -18.5% | -0.5% |
| 3Y | +91.0% | +111.8% | -20.8% | +40.4% |
| 5Y | +67.7% | +189.1% | -121.4% | +9.1% |
| All | +397.5% | +520.0% | -122.5% | +142.9% |
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