+34.1%
ALL vs IRE
-97.2%
+131.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +39.6% | -44.0% | -2.5% |
| 7D | -1.9% | -27.2% | +25.2% | -2.3% |
| 30D | +13.8% | -75.1% | +88.9% | +8.6% |
| 3M | -7.0% | -77.9% | +70.9% | -10.8% |
| 6M | +18.0% | -94.6% | +112.6% | +10.3% |
| YTD | +24.2% | -91.5% | +115.7% | +20.7% |
| 1Y | +31.2% | -97.8% | +129.0% | +23.1% |
| All | +34.1% | -97.2% | +131.3% | +28.1% |
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 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