+23.8%
C vs IRE
-98.0%
+121.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -33.9% | +28.9% | -3.7% |
| 7D | -5.3% | -57.1% | +51.8% | -2.6% |
| 30D | -7.3% | -84.4% | +77.1% | -1.4% |
| 3M | -13.5% | -85.0% | +71.5% | -8.5% |
| 6M | -6.5% | -95.2% | +88.8% | +0.3% |
| YTD | +3.6% | -93.9% | +97.5% | +6.1% |
| 1Y | +18.9% | -98.8% | +117.7% | +28.9% |
| All | +23.8% | -98.0% | +121.8% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling