-68.5%
IREZ vs SPY
+12.0%
-80.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.8% | +1.7% | +21.2% | +36.1% |
| 7D | +52.9% | -0.7% | +53.6% | +43.5% |
| 30D | +154.1% | -1.0% | +155.1% | +146.3% |
| 3M | +94.5% | -0.3% | +94.8% | +103.3% |
| 6M | -28.8% | +7.3% | -36.2% | +92.2% |
| All | -68.5% | +12.0% | -80.5% | +27.9% |
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