+36.4%
SPG vs IRE
-98.1%
+134.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | -0.4% |
| 7D | +2.0% | -31.8% | +33.8% | +1.6% |
| 30D | +17.2% | -71.8% | +89.0% | +16.2% |
| 3M | +6.3% | -88.9% | +95.2% | +4.8% |
| 6M | +18.7% | -95.4% | +114.0% | +17.3% |
| YTD | +30.1% | -94.2% | +124.3% | +28.3% |
| 1Y | +32.8% | -97.1% | +129.9% | +31.2% |
| All | +36.4% | -98.1% | +134.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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