-91.1%
IREG vs SPY
+11.6%
-102.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.4% | -15.2% | -12.7% |
| 7D | -41.0% | -0.6% | -40.4% | -38.3% |
| 30D | -74.5% | -3.7% | -70.8% | -61.8% |
| 3M | -81.3% | -2.7% | -78.5% | -73.7% |
| 6M | -94.9% | +2.2% | -97.1% | -94.4% |
| YTD | -91.5% | +10.8% | -102.3% | -93.6% |
| All | -91.1% | +11.6% | -102.7% | -93.8% |
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