+54.8%
EAT vs IRE
-97.2%
+152.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +39.6% | -42.4% | -3.9% |
| 7D | -2.6% | -27.2% | +24.5% | -2.3% |
| 30D | +11.5% | -75.1% | +86.6% | +14.9% |
| 3M | -9.1% | -77.9% | +68.8% | -6.4% |
| 6M | +40.4% | -94.6% | +135.0% | +47.8% |
| YTD | +43.9% | -91.5% | +135.5% | +47.3% |
| 1Y | +101.9% | -97.8% | +199.8% | +102.7% |
| All | +54.8% | -97.2% | +152.0% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling