-37.1%
APP vs IRE
-97.8%
+60.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +5.0% |
| 7D | +79.2% | -15.5% | +94.7% | +77.3% |
| 30D | +48.0% | -70.4% | +118.4% | +61.4% |
| 3M | +18.2% | -81.6% | +99.8% | +32.4% |
| 6M | -12.5% | -94.7% | +82.2% | +7.0% |
| YTD | -39.2% | -91.8% | +52.6% | -34.4% |
| All | -37.1% | -97.8% | +60.7% | -24.6% |
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