+18.1%
EW vs IRE
-97.6%
+115.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -23.2% | +27.6% | +4.4% |
| 7D | +8.3% | -46.8% | +55.1% | +8.3% |
| 30D | +13.9% | -75.5% | +89.4% | +14.2% |
| 3M | +10.9% | -79.4% | +90.3% | +11.2% |
| 6M | +19.2% | -91.3% | +110.5% | +19.5% |
| YTD | +16.6% | -90.8% | +107.4% | +17.1% |
| 1Y | +18.1% | -97.7% | +115.8% | +15.2% |
| All | +18.1% | -97.6% | +115.6% | +15.2% |
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 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