+42.2%
COMP vs IRE
-90.1%
+132.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -23.2% | +31.0% | +8.6% |
| 7D | +9.5% | -46.8% | +56.3% | +12.1% |
| 30D | +8.1% | -75.5% | +83.6% | +14.9% |
| 3M | -16.3% | -79.4% | +63.1% | -11.0% |
| 6M | +42.2% | -91.3% | +133.5% | +54.9% |
| All | +42.2% | -90.1% | +132.3% | +54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling