+25.4%
ED vs IRE
-98.1%
+123.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.8% | +16.6% | +0.3% |
| 7D | +2.1% | -41.9% | +44.0% | +1.1% |
| 30D | +12.4% | -75.1% | +87.5% | +9.6% |
| 3M | +13.1% | -82.4% | +95.5% | +9.9% |
| 6M | +14.1% | -95.5% | +109.6% | +9.7% |
| YTD | +23.1% | -93.1% | +116.1% | +21.7% |
| 1Y | +25.4% | -97.8% | +123.2% | +22.5% |
| All | +25.4% | -98.1% | +123.6% | +22.5% |
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