+20.6%
ED vs IRE
-97.2%
+117.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +39.6% | -42.0% | -1.1% |
| 7D | +1.6% | -27.2% | +28.8% | +1.4% |
| 30D | +13.3% | -75.1% | +88.4% | +10.4% |
| 3M | +9.7% | -77.9% | +87.6% | +7.1% |
| 6M | +12.8% | -94.6% | +107.4% | +8.7% |
| YTD | +22.3% | -91.5% | +113.9% | +21.8% |
| 1Y | +26.3% | -97.8% | +124.1% | +21.1% |
| All | +20.6% | -97.2% | +117.8% | +17.8% |
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