+32.6%
EW vs IRE
-98.0%
+130.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -33.9% | +35.4% | +1.5% |
| 7D | +6.8% | -57.1% | +63.9% | +6.8% |
| 30D | +16.6% | -84.4% | +101.0% | +16.8% |
| 3M | +13.3% | -85.0% | +98.3% | +13.5% |
| 6M | +21.6% | -95.2% | +116.8% | +22.0% |
| YTD | +18.3% | -93.9% | +112.2% | +18.9% |
| 1Y | +21.7% | -98.8% | +120.5% | +18.8% |
| All | +32.6% | -98.0% | +130.6% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling