+39.2%
EW vs IRE
-97.5%
+136.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.1% | -10.4% | +1.7% |
| 7D | +6.5% | -15.1% | +21.6% | +6.4% |
| 30D | +22.5% | -71.4% | +93.8% | +22.6% |
| 3M | +13.0% | -81.2% | +94.1% | +13.1% |
| 6M | +37.1% | -93.7% | +130.9% | +37.4% |
| YTD | +24.1% | -92.2% | +116.3% | +24.7% |
| 1Y | +24.2% | -97.3% | +121.5% | +22.9% |
| All | +39.2% | -97.5% | +136.6% | +38.2% |
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 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