+32.6%
SPG vs IRE
-98.0%
+130.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -33.9% | +33.1% | -1.2% |
| 7D | +5.0% | -57.1% | +62.2% | +4.2% |
| 30D | +12.3% | -84.4% | +96.7% | +10.7% |
| 3M | +1.9% | -85.0% | +86.8% | +0.6% |
| 6M | +14.4% | -95.2% | +109.7% | +13.1% |
| YTD | +26.5% | -93.9% | +120.4% | +24.7% |
| 1Y | +30.7% | -98.8% | +129.5% | +28.8% |
| All | +32.6% | -98.0% | +130.7% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling