+72.5%
EAT vs IRE
-84.4%
+156.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | +0.2% |
| 7D | 0.0% | +54.8% | -54.8% | -1.3% |
| 30D | +1.9% | +18.4% | -16.5% | +1.1% |
| 3M | +68.7% | -66.7% | +135.4% | +71.7% |
| 6M | +66.9% | -52.3% | +119.2% | +65.3% |
| YTD | +60.4% | -52.3% | +112.7% | +58.0% |
| All | +72.5% | -84.4% | +156.9% | +68.1% |
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 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