+823.3%
SPYM vs IRM
+996.2%
-172.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | -0.9% | -4.2% | +3.3% | +0.3% |
| 3M | +3.9% | -5.4% | +9.3% | +5.2% |
| 6M | +14.5% | +12.0% | +2.5% | +9.7% |
| YTD | +13.0% | +42.0% | -29.1% | +0.1% |
| 1Y | +19.4% | +29.9% | -10.4% | +8.3% |
| 3Y | +78.9% | +104.4% | -25.5% | +37.5% |
| 5Y | +82.3% | +191.0% | -108.7% | +23.7% |
| 10Y | +314.7% | +417.1% | -102.4% | +125.0% |
| All | +823.3% | +996.2% | -172.9% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling