+48.1%
EAT vs IRE
-97.8%
+145.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +12.0% | -1.2% |
| 7D | -7.1% | +11.1% | -18.2% | -7.5% |
| 30D | -2.3% | -75.2% | +72.8% | +0.6% |
| 3M | -19.6% | -86.4% | +66.7% | -16.1% |
| 6M | +46.0% | -94.8% | +140.9% | +54.0% |
| YTD | +37.7% | -93.3% | +131.0% | +41.8% |
| 1Y | +73.8% | -97.5% | +171.3% | +76.7% |
| All | +48.1% | -97.8% | +145.9% | +50.8% |
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