-81.0%
IREX vs SPY
+16.2%
-97.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | -0.4% | +15.2% | +17.9% |
| 7D | +56.1% | +0.1% | +56.0% | +54.8% |
| 30D | +20.7% | +0.1% | +20.6% | +22.9% |
| 3M | -64.6% | +2.0% | -66.6% | -65.3% |
| 6M | -47.0% | +13.0% | -60.0% | -71.2% |
| YTD | -45.8% | +13.5% | -59.3% | -70.1% |
| All | -81.0% | +16.2% | -97.2% | -90.3% |
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