+13.7%
AR vs IRE
-97.6%
+111.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -23.2% | +17.0% | -6.8% |
| 7D | -11.1% | -46.8% | +35.7% | -12.3% |
| 30D | +7.9% | -75.5% | +83.4% | +4.6% |
| 3M | +4.9% | -79.4% | +84.3% | +1.7% |
| 6M | -5.3% | -91.3% | +86.0% | -8.6% |
| YTD | +8.6% | -90.8% | +99.4% | +3.3% |
| 1Y | +13.7% | -97.7% | +111.4% | +15.2% |
| All | +13.7% | -97.6% | +111.2% | +15.2% |
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