+47.1%
AU vs IRE
-97.7%
+144.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -15.8% | +10.3% | -4.3% |
| 7D | +15.3% | -41.9% | +57.2% | +18.5% |
| 30D | -0.3% | -75.1% | +74.7% | +8.5% |
| 3M | -2.9% | -82.4% | +79.5% | +7.5% |
| 6M | -10.7% | -95.5% | +84.8% | +5.4% |
| YTD | +14.0% | -93.1% | +107.0% | +27.3% |
| 1Y | +32.5% | -97.8% | +130.3% | +50.7% |
| All | +47.1% | -97.7% | +144.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling