+23.7%
EW vs IRE
-98.1%
+121.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.1% | -0.6% |
| 7D | +9.3% | -41.9% | +51.2% | +9.3% |
| 30D | +22.1% | -75.1% | +97.1% | +22.4% |
| 3M | +13.0% | -82.4% | +95.4% | +13.4% |
| 6M | +30.1% | -95.5% | +125.6% | +31.1% |
| YTD | +22.0% | -93.1% | +115.1% | +22.4% |
| 1Y | +23.7% | -97.8% | +121.5% | +21.6% |
| All | +23.7% | -98.1% | +121.8% | +21.6% |
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