-30.6%
SPXU vs IRE
-97.5%
+66.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +12.1% | -16.0% | -2.8% |
| 7D | +1.5% | -15.1% | +16.7% | +1.7% |
| 30D | +6.4% | -71.4% | +77.7% | -0.9% |
| 3M | +4.2% | -81.2% | +85.4% | -4.7% |
| 6M | -7.8% | -93.7% | +86.0% | -18.5% |
| YTD | -27.5% | -92.2% | +64.7% | -29.5% |
| 1Y | -27.1% | -97.3% | +70.1% | -32.3% |
| All | -30.6% | -97.5% | +66.8% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling