-30.8%
SPXU vs IRE
-84.0%
+53.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.8% |
| 7D | +1.3% | +29.0% | -27.8% | +3.6% |
| 30D | +5.1% | +24.2% | -19.1% | +8.2% |
| 3M | -9.1% | -53.2% | +44.0% | -10.3% |
| 6M | -29.6% | -36.0% | +6.5% | -24.9% |
| YTD | -27.7% | -51.0% | +23.3% | -21.1% |
| All | -30.8% | -84.0% | +53.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling