+9.1%
ED vs IRE
-84.4%
+93.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.0% | -15.3% | -1.0% |
| 7D | -0.2% | +54.8% | -55.0% | +1.0% |
| 30D | -0.1% | +18.4% | -18.5% | +0.7% |
| 3M | +3.9% | -66.7% | +70.7% | +3.4% |
| 6M | -3.0% | -52.3% | +49.3% | -1.8% |
| YTD | +10.7% | -52.3% | +63.0% | +13.9% |
| All | +9.1% | -84.4% | +93.6% | +10.2% |
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