+268.4%
SPYM vs IR
+332.9%
-64.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +2.5% | 0.0% | +1.7% |
| 30D | -2.0% | +9.2% | -11.2% | -5.0% |
| 3M | -2.8% | +0.9% | -3.7% | -3.4% |
| 6M | +2.2% | +19.2% | -17.1% | -4.5% |
| YTD | +11.5% | +7.5% | +4.1% | +7.0% |
| 1Y | +13.5% | +11.7% | +1.8% | +7.2% |
| 3Y | +78.0% | +23.9% | +54.1% | +58.9% |
| 5Y | +73.1% | +46.4% | +26.8% | +43.2% |
| All | +268.4% | +332.9% | -64.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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