+19.2%
AR vs IRE
-98.1%
+117.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | -0.1% |
| 7D | +7.4% | -31.8% | +39.2% | +6.8% |
| 30D | +5.8% | -71.8% | +77.5% | +4.1% |
| 3M | +5.2% | -88.9% | +94.1% | +2.1% |
| 6M | +5.4% | -95.4% | +100.8% | +2.4% |
| YTD | +12.4% | -94.2% | +106.7% | +5.7% |
| 1Y | +12.8% | -97.1% | +109.9% | +9.7% |
| All | +19.2% | -98.1% | +117.3% | +17.0% |
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