+10.8%
EL vs IRE
-98.0%
+108.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -33.9% | +30.0% | -2.4% |
| 7D | -1.1% | -57.1% | +56.1% | +1.9% |
| 30D | +15.3% | -84.4% | +99.7% | +23.8% |
| 3M | +24.2% | -85.0% | +109.2% | +32.5% |
| 6M | +30.9% | -95.2% | +126.1% | +43.5% |
| YTD | +3.9% | -93.9% | +97.8% | +9.4% |
| 1Y | +19.9% | -98.8% | +118.7% | +27.8% |
| All | +10.8% | -98.0% | +108.8% | +16.8% |
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 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