+38.0%
ET vs IRE
-82.8%
+120.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.2% | +0.1% |
| 7D | +0.4% | +58.9% | -58.5% | +0.7% |
| 30D | +6.9% | +17.2% | -10.3% | +7.0% |
| 3M | +13.1% | -58.6% | +71.7% | +13.3% |
| 6M | +18.7% | -23.5% | +42.2% | +18.3% |
| YTD | +37.4% | -47.4% | +84.9% | +36.5% |
| All | +38.0% | -82.8% | +120.8% | +38.1% |
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