+3.8%
AS vs IRE
-97.0%
+100.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -23.2% | +28.4% | +5.8% |
| 7D | +13.8% | -46.8% | +60.6% | +15.7% |
| 30D | +16.7% | -75.5% | +92.2% | +21.5% |
| 3M | -11.5% | -79.4% | +67.9% | -7.9% |
| 6M | -5.5% | -91.3% | +85.8% | 0.0% |
| YTD | -14.2% | -90.8% | +76.6% | -12.7% |
| 1Y | +2.1% | -97.7% | +99.8% | +10.3% |
| All | +3.8% | -97.0% | +100.8% | +9.3% |
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