+19.7%
COST vs IRE
-97.4%
+117.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.1% | -10.1% | +2.3% |
| 7D | +3.9% | -15.1% | +19.1% | +3.9% |
| 30D | +13.5% | -71.4% | +84.9% | +11.7% |
| 3M | +15.3% | -81.2% | +96.5% | +13.0% |
| 6M | +9.2% | -93.7% | +102.9% | +7.0% |
| YTD | +26.9% | -92.2% | +119.1% | +25.8% |
| 1Y | +19.7% | -97.3% | +117.0% | +15.1% |
| All | +19.7% | -97.4% | +117.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling