+55.5%
DD vs IRE
-97.5%
+153.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.1% | -12.9% | -1.3% |
| 7D | +3.2% | -15.1% | +18.4% | +3.3% |
| 30D | +20.3% | -71.4% | +91.6% | +24.1% |
| 3M | +8.2% | -81.2% | +89.3% | +12.5% |
| 6M | +3.4% | -93.7% | +97.2% | +9.7% |
| YTD | +30.6% | -92.2% | +122.8% | +32.5% |
| 1Y | +30.6% | -97.3% | +127.9% | +37.9% |
| All | +55.5% | -97.5% | +153.0% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling