+20.9%
A vs IRE
-97.2%
+118.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +39.6% | -37.8% | +1.2% |
| 7D | -0.1% | -27.2% | +27.1% | 0.0% |
| 30D | +3.4% | -75.1% | +78.5% | +4.3% |
| 3M | +23.8% | -77.9% | +101.7% | +24.9% |
| 6M | +49.0% | -94.6% | +143.6% | +51.4% |
| YTD | +29.4% | -91.5% | +120.9% | +27.7% |
| 1Y | +19.4% | -97.8% | +117.2% | +19.6% |
| All | +20.9% | -97.2% | +118.1% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling