+17.5%
D vs IRE
-97.2%
+114.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +39.6% | -41.1% | -0.9% |
| 7D | +3.0% | -27.2% | +30.1% | +2.8% |
| 30D | +11.5% | -75.1% | +86.6% | +10.4% |
| 3M | +3.7% | -77.9% | +81.6% | +2.8% |
| 6M | +13.5% | -94.6% | +108.1% | +11.9% |
| YTD | +20.7% | -91.5% | +112.3% | +20.1% |
| 1Y | +18.2% | -97.8% | +116.1% | +17.8% |
| All | +17.5% | -97.2% | +114.8% | +17.1% |
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 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