+100.7%
BE vs IRE
-97.5%
+198.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +12.1% | +0.8% | +9.6% |
| 7D | +4.5% | -15.1% | +19.7% | +6.4% |
| 30D | -20.1% | -71.4% | +51.2% | +6.1% |
| 3M | -0.8% | -81.2% | +80.3% | +42.6% |
| 6M | -26.2% | -93.7% | +67.5% | +23.2% |
| YTD | +141.1% | -92.2% | +233.3% | +213.5% |
| 1Y | +64.8% | -97.3% | +162.1% | +169.8% |
| All | +100.7% | -97.5% | +198.1% | +218.4% |
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