-97.7%
IRE vs SPY
+14.0%
-111.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.4% | -13.2% | -10.8% |
| 7D | +11.1% | +3.3% | +7.8% | -14.0% |
| 30D | -75.2% | -2.7% | -72.5% | -65.5% |
| 3M | -86.4% | -1.7% | -84.6% | -82.2% |
| 6M | -94.8% | +3.1% | -97.9% | -94.7% |
| YTD | -93.3% | +11.9% | -105.2% | -95.4% |
| 1Y | -97.5% | +12.0% | -109.5% | -98.2% |
| All | -97.7% | +14.0% | -111.7% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling