+31.5%
DD vs IRE
-84.4%
+115.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | -0.1% |
| 7D | -3.5% | +54.8% | -58.3% | -5.1% |
| 30D | -10.3% | +18.4% | -28.7% | -11.3% |
| 3M | -7.5% | -66.7% | +59.2% | -5.5% |
| 6M | -8.0% | -52.3% | +44.3% | -8.9% |
| YTD | +10.5% | -52.3% | +62.8% | +6.8% |
| All | +31.5% | -84.4% | +115.9% | +31.3% |
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