+10.7%
SPY vs IRE
-97.2%
+108.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +39.6% | -39.3% | -0.9% |
| 7D | -2.7% | -27.2% | +24.5% | -2.4% |
| 30D | -5.4% | -75.1% | +69.7% | -2.5% |
| 3M | -4.1% | -77.9% | +73.8% | -1.4% |
| 6M | +0.7% | -94.6% | +95.3% | +5.8% |
| YTD | +8.7% | -91.5% | +100.2% | +10.3% |
| 1Y | +10.9% | -97.8% | +108.7% | +15.3% |
| All | +10.7% | -97.2% | +108.0% | +13.9% |
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 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