-97.1%
IRE vs SPY
+10.7%
-107.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.3% | +39.3% | +37.1% |
| 7D | -27.2% | -2.7% | -24.5% | -7.1% |
| 30D | -75.1% | -5.4% | -69.7% | -56.4% |
| 3M | -77.9% | -4.1% | -73.8% | -64.6% |
| 6M | -94.6% | +0.7% | -95.3% | -93.2% |
| YTD | -91.5% | +8.7% | -100.2% | -92.7% |
| 1Y | -97.8% | +10.9% | -108.7% | -98.4% |
| All | -97.1% | +10.7% | -107.8% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling