+33.2%
BE vs IRE
-98.1%
+131.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.8% | +11.5% | +0.1% |
| 7D | -13.4% | -41.9% | +28.5% | -2.6% |
| 30D | -33.9% | -75.1% | +41.2% | -8.6% |
| 3M | -12.0% | -82.4% | +70.4% | +29.1% |
| 6M | -29.0% | -95.5% | +66.6% | +29.2% |
| YTD | +113.4% | -93.1% | +206.5% | +182.2% |
| 1Y | +33.2% | -97.8% | +131.0% | +112.1% |
| All | +33.2% | -98.1% | +131.3% | +112.1% |
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