+22.4%
A vs IRE
-97.5%
+119.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.1% | -12.6% | -0.7% |
| 7D | -0.1% | -15.1% | +15.0% | -0.1% |
| 30D | +3.3% | -71.4% | +74.6% | +4.1% |
| 3M | +18.5% | -81.2% | +99.7% | +19.8% |
| 6M | +59.3% | -93.7% | +153.0% | +61.4% |
| YTD | +31.0% | -92.2% | +123.2% | +29.4% |
| 1Y | +19.3% | -97.3% | +116.6% | +19.0% |
| All | +22.4% | -97.5% | +119.8% | +21.8% |
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