+91.0%
SPYG vs IRM
+112.1%
-21.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.3% | +6.8% | -4.4% | +0.4% |
| 30D | -6.5% | +2.6% | -9.1% | -7.2% |
| 3M | -6.8% | -9.5% | +2.6% | -4.4% |
| 6M | -3.1% | -8.5% | +5.3% | -1.1% |
| YTD | +8.0% | +40.3% | -32.3% | -3.7% |
| 1Y | +10.2% | +28.7% | -18.5% | +0.8% |
| 3Y | +91.0% | +111.8% | -20.8% | +44.7% |
| All | +91.0% | +112.1% | -21.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling