+1.4%
AS vs IRE
-98.0%
+99.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -33.9% | +31.7% | -1.2% |
| 7D | +7.1% | -57.1% | +64.3% | +9.4% |
| 30D | +12.8% | -84.4% | +97.3% | +19.0% |
| 3M | -14.7% | -85.0% | +70.2% | -10.6% |
| 6M | -9.9% | -95.2% | +85.3% | -2.7% |
| YTD | -16.1% | -93.9% | +77.8% | -13.8% |
| 1Y | +0.2% | -98.8% | +99.0% | +11.5% |
| All | +1.4% | -98.0% | +99.4% | +7.9% |
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