+19.3%
D vs IRE
-98.0%
+117.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -33.9% | +33.8% | -0.7% |
| 7D | +6.9% | -57.1% | +64.1% | +5.9% |
| 30D | +12.3% | -84.4% | +96.8% | +10.3% |
| 3M | +3.0% | -85.0% | +88.0% | +1.4% |
| 6M | +12.8% | -95.2% | +108.0% | +10.6% |
| YTD | +22.6% | -93.9% | +116.5% | +21.2% |
| 1Y | +21.7% | -98.8% | +120.5% | +20.4% |
| All | +19.3% | -98.0% | +117.3% | +18.1% |
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