+24.4%
C vs IRE
-97.2%
+121.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | -1.1% |
| 7D | -2.4% | -27.2% | +24.8% | -1.9% |
| 30D | -6.0% | -75.1% | +69.1% | -2.0% |
| 3M | -10.5% | -77.9% | +67.3% | -7.1% |
| 6M | -5.7% | -94.6% | +88.9% | +0.4% |
| YTD | +4.1% | -91.5% | +95.7% | +5.0% |
| 1Y | +20.5% | -97.8% | +118.3% | +27.1% |
| All | +24.4% | -97.2% | +121.7% | +28.5% |
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