+7.5%
SPYG vs IRE
-97.2%
+104.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +39.6% | -38.7% | -1.1% |
| 7D | -3.6% | -27.2% | +23.5% | -3.0% |
| 30D | -11.2% | -75.1% | +64.0% | -6.6% |
| 3M | -8.1% | -77.9% | +69.8% | -3.6% |
| 6M | -3.3% | -94.6% | +91.3% | +4.9% |
| YTD | +5.5% | -91.5% | +97.1% | +8.7% |
| 1Y | +7.0% | -97.8% | +104.8% | +14.1% |
| All | +7.5% | -97.2% | +104.7% | +12.9% |
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