-73.3%
IREZ vs SPY
+11.0%
-84.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.3% | -11.9% | -0.4% |
| 7D | -15.3% | -0.9% | -14.4% | -16.7% |
| 30D | +64.0% | -2.4% | +66.3% | +50.5% |
| 3M | +63.5% | -1.2% | +64.7% | +67.9% |
| 6M | -13.7% | +3.3% | -17.0% | +76.4% |
| All | -73.3% | +11.0% | -84.3% | +6.5% |
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