+31.5%
CTVA vs IRE
-97.3%
+128.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.8% |
| 7D | +1.6% | -15.5% | +17.1% | +1.6% |
| 30D | -8.5% | -70.4% | +61.9% | -8.4% |
| 3M | +5.3% | -81.6% | +86.9% | +5.5% |
| 6M | -0.1% | -94.7% | +94.6% | +1.4% |
| YTD | +21.2% | -91.8% | +113.0% | +20.7% |
| 1Y | +27.0% | -97.6% | +124.6% | +28.7% |
| All | +31.5% | -97.3% | +128.8% | +32.6% |
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