-97.8%
IRE vs SPY
+11.9%
-109.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.4% | -15.4% | -13.0% |
| 7D | -41.9% | -0.6% | -41.3% | -39.2% |
| 30D | -75.1% | -3.7% | -71.4% | -63.0% |
| 3M | -82.4% | -2.7% | -79.6% | -75.4% |
| 6M | -95.5% | +2.2% | -97.7% | -95.1% |
| YTD | -93.1% | +10.8% | -103.9% | -94.8% |
| 1Y | -97.8% | +11.2% | -109.0% | -98.3% |
| All | -97.8% | +11.9% | -109.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling