-4.4%
AS vs IRE
-84.4%
+80.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.0% | -10.4% | +3.1% |
| 7D | -4.9% | +54.8% | -59.7% | -6.5% |
| 30D | -19.6% | +18.4% | -38.0% | -20.6% |
| 3M | -14.4% | -66.7% | +52.4% | -11.5% |
| 6M | -20.1% | -52.3% | +32.2% | -20.7% |
| YTD | -20.9% | -52.3% | +31.4% | -23.4% |
| All | -4.4% | -84.4% | +80.1% | -4.1% |
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 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