+13.3%
EL vs IRE
-97.2%
+110.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +39.6% | -37.3% | +0.5% |
| 7D | +0.8% | -27.2% | +27.9% | +1.2% |
| 30D | +16.5% | -75.1% | +91.7% | +22.2% |
| 3M | +29.2% | -77.9% | +107.0% | +35.1% |
| 6M | +27.9% | -94.6% | +122.5% | +39.5% |
| YTD | +6.2% | -91.5% | +97.7% | +9.9% |
| 1Y | +27.2% | -97.8% | +125.0% | +32.7% |
| All | +13.3% | -97.2% | +110.5% | +17.3% |
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 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