-74.0%
IREZ vs SPY
+10.0%
-84.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +21.6% |
| 7D | -21.8% | +0.1% | -21.8% | -19.0% |
| 30D | +63.1% | -3.3% | +66.4% | +37.1% |
| 3M | +69.6% | -2.4% | +72.1% | +55.4% |
| 6M | +0.2% | +2.6% | -2.3% | +91.3% |
| All | -74.0% | +10.0% | -84.0% | -4.8% |
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