+14.8%
SPYM vs IRE
-97.6%
+112.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.2% | +24.9% | +2.3% |
| 7D | -0.7% | -46.8% | +46.1% | +0.8% |
| 30D | -1.1% | -75.5% | +74.4% | +2.3% |
| 3M | -0.3% | -79.4% | +79.1% | +3.0% |
| 6M | +7.3% | -91.3% | +98.6% | +11.6% |
| YTD | +13.4% | -90.8% | +104.2% | +15.3% |
| 1Y | +14.8% | -97.7% | +112.6% | +19.4% |
| All | +14.8% | -97.6% | +112.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling