+20.8%
IREZ vs SPY
+2.1%
+18.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.0% | -4.4% | +38.4% | -3.4% |
| 7D | +74.1% | -4.7% | +78.8% | +20.0% |
| 30D | +253.7% | -5.9% | +259.6% | +133.0% |
| 3M | +139.6% | -4.5% | +144.2% | +81.6% |
| 6M | +20.8% | +1.8% | +19.0% | +192.2% |
| All | +20.8% | +2.1% | +18.7% | +192.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling