+311.0%
SPYM vs IRM
+520.0%
-209.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.6% | +6.8% | -4.2% | +0.4% |
| 30D | -2.0% | +2.6% | -4.6% | -3.0% |
| 3M | -2.8% | -9.5% | +6.7% | 0.0% |
| 6M | +2.2% | -8.5% | +10.6% | +4.3% |
| YTD | +11.5% | +40.3% | -28.7% | -2.1% |
| 1Y | +13.5% | +28.7% | -15.2% | +2.4% |
| 3Y | +78.0% | +111.8% | -33.8% | +30.1% |
| 5Y | +73.1% | +189.1% | -116.0% | +11.3% |
| All | +311.0% | +520.0% | -209.0% | +97.0% |
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 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