+53.7%
DD vs IRE
-98.1%
+151.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.4% | +13.8% | -0.1% |
| 7D | +5.0% | -31.8% | +36.8% | +6.3% |
| 30D | +19.7% | -71.8% | +91.4% | +23.7% |
| 3M | +7.2% | -88.9% | +96.1% | +13.7% |
| 6M | +1.0% | -95.4% | +96.4% | +8.4% |
| YTD | +29.1% | -94.2% | +123.3% | +32.4% |
| 1Y | +28.5% | -97.1% | +125.6% | +34.8% |
| All | +53.7% | -98.1% | +151.8% | +62.7% |
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 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