-22.1%
EFX vs IRE
-84.4%
+62.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +14.0% | -20.4% | -6.0% |
| 7D | -8.6% | +54.8% | -63.4% | -7.5% |
| 30D | +0.1% | +18.4% | -18.3% | +0.9% |
| 3M | +3.8% | -66.7% | +70.6% | +4.6% |
| 6M | -13.5% | -52.3% | +38.8% | -12.1% |
| YTD | -17.7% | -52.3% | +34.7% | -16.8% |
| All | -22.1% | -84.4% | +62.3% | -21.3% |
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