+21.8%
B vs IRE
-98.1%
+119.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | +0.4% |
| 7D | -7.3% | -31.8% | +24.5% | -5.0% |
| 30D | -3.3% | -71.8% | +68.4% | +3.6% |
| 3M | -7.8% | -88.9% | +81.1% | +5.0% |
| 6M | -15.5% | -95.4% | +79.8% | -1.5% |
| YTD | -12.3% | -94.2% | +82.0% | -3.9% |
| 1Y | +5.4% | -97.1% | +102.5% | +18.4% |
| All | +21.8% | -98.1% | +119.9% | +37.5% |
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 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