+59.4%
BE vs IRE
-97.7%
+157.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.5% | +9.9% | +0.2% |
| 7D | +20.5% | +11.1% | +9.4% | +14.2% |
| 30D | -23.4% | -75.2% | +51.8% | +5.9% |
| 3M | -14.9% | -86.4% | +71.5% | +33.7% |
| 6M | -28.1% | -94.8% | +66.8% | +26.8% |
| YTD | +132.4% | -93.3% | +225.7% | +210.7% |
| 1Y | +59.4% | -97.5% | +156.8% | +148.7% |
| All | +59.4% | -97.7% | +157.1% | +148.7% |
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