-5.6%
EXE vs IRE
-84.4%
+78.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.1% | -0.8% |
| 7D | -0.3% | +54.8% | -55.0% | +0.8% |
| 30D | +8.5% | +18.4% | -9.9% | +9.2% |
| 3M | +5.5% | -66.7% | +72.2% | +4.7% |
| 6M | -5.9% | -52.3% | +46.4% | -5.5% |
| YTD | -9.7% | -52.3% | +42.6% | -10.9% |
| All | -5.6% | -84.4% | +78.8% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling