+26.9%
DD vs IRE
-98.3%
+125.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +39.6% | -38.5% | -0.3% |
| 7D | +4.6% | -27.2% | +31.8% | +5.1% |
| 30D | +11.8% | -75.1% | +86.9% | +15.5% |
| 3M | +2.2% | -77.9% | +80.0% | +5.4% |
| 6M | -1.6% | -94.6% | +92.9% | +4.3% |
| YTD | +23.0% | -91.5% | +114.5% | +24.9% |
| 1Y | +26.9% | -97.8% | +124.8% | +30.7% |
| All | +26.9% | -98.3% | +125.3% | +30.7% |
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