+40.9%
EW vs IRE
-98.1%
+139.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.4% | +15.7% | +1.3% |
| 7D | +4.9% | -31.8% | +36.7% | +4.9% |
| 30D | +23.9% | -71.8% | +95.7% | +24.0% |
| 3M | +15.8% | -88.9% | +104.7% | +16.0% |
| 6M | +31.7% | -95.4% | +127.0% | +32.0% |
| YTD | +25.7% | -94.2% | +119.9% | +26.3% |
| 1Y | +24.4% | -97.1% | +121.5% | +24.1% |
| All | +40.9% | -98.1% | +139.1% | +40.0% |
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