+20.4%
ED vs IRE
-97.3%
+117.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | -0.2% |
| 7D | -0.1% | -15.5% | +15.4% | +0.1% |
| 30D | +11.6% | -70.4% | +82.0% | +9.1% |
| 3M | +10.5% | -81.6% | +92.2% | +7.4% |
| 6M | +13.2% | -94.7% | +107.9% | +9.0% |
| YTD | +22.1% | -91.8% | +113.9% | +21.5% |
| 1Y | +24.2% | -97.6% | +121.7% | +19.6% |
| All | +20.4% | -97.3% | +117.7% | +17.6% |
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