-91.5%
IREG vs SPY
+12.7%
-104.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.4% | -12.5% | -10.1% |
| 7D | +10.1% | +3.3% | +6.8% | -15.0% |
| 30D | -74.7% | -2.7% | -72.0% | -64.8% |
| 3M | -85.6% | -1.7% | -83.8% | -81.2% |
| 6M | -94.2% | +3.1% | -97.3% | -94.0% |
| YTD | -91.8% | +11.9% | -103.7% | -94.2% |
| All | -91.5% | +12.7% | -104.1% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling