-80.5%
IREX vs SPY
+15.1%
-95.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -3.3% |
| 7D | +29.3% | -0.4% | +29.7% | +32.6% |
| 30D | +26.1% | -1.4% | +27.5% | +42.7% |
| 3M | -50.4% | +3.7% | -54.1% | -59.0% |
| 6M | -29.4% | +13.0% | -42.4% | -62.6% |
| YTD | -44.5% | +12.4% | -56.9% | -66.9% |
| All | -80.5% | +15.1% | -95.6% | -89.3% |
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 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