+48.6%
EAT vs IRE
-98.1%
+146.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.7% | +0.8% |
| 7D | -4.0% | -31.8% | +27.9% | -3.1% |
| 30D | -2.9% | -71.8% | +68.9% | -0.2% |
| 3M | -16.9% | -88.9% | +72.0% | -12.8% |
| 6M | +57.0% | -95.4% | +152.3% | +66.0% |
| YTD | +38.2% | -94.2% | +132.4% | +42.8% |
| 1Y | +69.3% | -97.1% | +166.4% | +73.7% |
| All | +48.6% | -98.1% | +146.7% | +52.0% |
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