-96.8%
IREX vs SPY
+15.0%
-111.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +0.5% |
| 7D | -16.1% | -0.9% | -15.2% | -3.7% |
| 30D | -71.1% | -2.4% | -68.8% | -61.0% |
| 3M | -80.5% | -1.2% | -79.3% | -75.7% |
| 6M | -93.2% | +3.3% | -96.4% | -93.0% |
| YTD | -91.0% | +12.3% | -103.3% | -93.9% |
| 1Y | -96.7% | +12.4% | -109.2% | -97.8% |
| All | -96.8% | +15.0% | -111.8% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling