+46.9%
COMP vs IRE
-84.4%
+131.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.4% | -0.3% |
| 7D | +1.4% | +54.8% | -53.4% | -1.5% |
| 30D | -13.3% | +18.4% | -31.7% | -14.9% |
| 3M | +41.1% | -66.7% | +107.9% | +47.9% |
| 6M | +17.2% | -52.3% | +69.5% | +15.4% |
| YTD | +5.2% | -52.3% | +57.5% | +0.1% |
| All | +46.9% | -84.4% | +131.3% | +47.5% |
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