-89.3%
IREG vs SPY
+9.4%
-98.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +38.5% | +0.3% | +38.1% | +36.0% |
| 7D | -26.9% | -2.7% | -24.2% | -6.6% |
| 30D | -74.6% | -5.4% | -69.2% | -55.2% |
| 3M | -76.6% | -4.1% | -72.5% | -62.4% |
| 6M | -93.8% | +0.7% | -94.5% | -92.2% |
| YTD | -89.6% | +8.7% | -98.3% | -90.8% |
| All | -89.3% | +9.4% | -98.7% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling