+34.4%
EW vs IRE
-97.2%
+131.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +39.6% | -38.3% | +1.3% |
| 7D | +11.0% | -27.2% | +38.2% | +11.0% |
| 30D | +19.1% | -75.1% | +94.2% | +19.2% |
| 3M | +14.4% | -77.9% | +92.2% | +14.4% |
| 6M | +22.8% | -94.6% | +117.3% | +23.2% |
| YTD | +19.8% | -91.5% | +111.4% | +20.4% |
| 1Y | +23.9% | -97.8% | +121.7% | +21.6% |
| All | +34.4% | -97.2% | +131.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling