+84.9%
SPYG vs IRM
+186.9%
-102.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | -1.9% | -7.8% | +5.8% | +0.7% |
| 3M | +5.2% | -7.9% | +13.0% | +7.7% |
| 6M | +15.6% | +6.3% | +9.2% | +12.0% |
| YTD | +12.4% | +38.2% | -25.7% | -1.4% |
| 1Y | +17.5% | +19.8% | -2.4% | +8.0% |
| 3Y | +98.1% | +98.8% | -0.7% | +41.7% |
| 5Y | +84.9% | +191.8% | -106.9% | +10.0% |
| All | +84.9% | +186.9% | -102.0% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling