+10.4%
SPYG vs IRE
-97.3%
+107.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.8% |
| 7D | 0.0% | -15.5% | +15.5% | 0.0% |
| 30D | -8.4% | -70.4% | +62.0% | -4.4% |
| 3M | -6.2% | -81.6% | +75.4% | -0.8% |
| 6M | -1.8% | -94.7% | +92.9% | +6.8% |
| YTD | +8.4% | -91.8% | +100.1% | +11.8% |
| 1Y | +10.1% | -97.6% | +107.6% | +17.0% |
| All | +10.4% | -97.3% | +107.7% | +16.0% |
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 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