-89.2%
IREZ vs SPY
+12.2%
-101.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.4% | -14.5% | -18.1% |
| 7D | -40.1% | +0.1% | -40.2% | -39.5% |
| 30D | -38.5% | +0.1% | -38.5% | -36.5% |
| 3M | -45.6% | +2.0% | -47.6% | -12.2% |
| 6M | -87.1% | +13.0% | -100.1% | -51.2% |
| All | -89.2% | +12.2% | -101.4% | -57.3% |
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