+40.3%
ALL vs IRE
-98.0%
+138.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -33.9% | +33.1% | -2.5% |
| 7D | +4.2% | -57.1% | +61.4% | +0.8% |
| 30D | +18.9% | -84.4% | +103.4% | +10.6% |
| 3M | +1.2% | -85.0% | +86.2% | -5.2% |
| 6M | +23.2% | -95.2% | +118.5% | +13.7% |
| YTD | +30.0% | -93.9% | +123.9% | +23.8% |
| 1Y | +39.6% | -98.8% | +138.4% | +27.1% |
| All | +40.3% | -98.0% | +138.4% | +31.3% |
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