-74.9%
IREZ vs SPY
+7.4%
-82.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -40.5% | +0.3% | -40.8% | -38.0% |
| 7D | -11.6% | -2.7% | -8.9% | -25.0% |
| 30D | +87.2% | -5.4% | +92.6% | +35.7% |
| 3M | +35.5% | -4.1% | +39.6% | +11.9% |
| 6M | -6.6% | +0.7% | -7.3% | +59.4% |
| All | -74.9% | +7.4% | -82.3% | -21.7% |
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