+30.7%
B vs IRE
-98.0%
+128.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -33.9% | +34.5% | +3.0% |
| 7D | +4.3% | -57.1% | +61.5% | +9.6% |
| 30D | -0.9% | -84.4% | +83.5% | +11.6% |
| 3M | -1.4% | -85.0% | +83.6% | +10.2% |
| 6M | +5.0% | -95.2% | +100.3% | +22.2% |
| YTD | -5.8% | -93.9% | +88.1% | +3.5% |
| 1Y | +25.6% | -98.8% | +124.4% | +45.0% |
| All | +30.7% | -98.0% | +128.8% | +48.0% |
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