+27.2%
B vs IRE
-98.3%
+125.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.0% | -2.3% |
| 7D | +9.6% | -27.2% | +36.8% | +10.3% |
| 30D | +3.5% | -75.1% | +78.6% | +12.5% |
| 3M | -1.6% | -77.9% | +76.3% | +6.7% |
| 6M | -1.7% | -94.6% | +92.9% | +14.1% |
| YTD | -5.3% | -91.5% | +86.2% | +1.0% |
| 1Y | +27.2% | -97.8% | +125.0% | +54.5% |
| All | +27.2% | -98.3% | +125.6% | +54.5% |
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