-5.7%
EXC vs IRE
-84.4%
+78.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.0% | -0.9% |
| 7D | +0.3% | +54.8% | -54.5% | +0.9% |
| 30D | -3.7% | +18.4% | -22.1% | -3.3% |
| 3M | -1.3% | -66.7% | +65.4% | -1.2% |
| 6M | -9.7% | -52.3% | +42.6% | -9.0% |
| YTD | +2.9% | -52.3% | +55.2% | +3.6% |
| All | -5.7% | -84.4% | +78.7% | -4.6% |
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 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