-21.8%
EXE vs IRE
-98.3%
+76.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.5% | 0.0% |
| 7D | -6.6% | -27.2% | +20.6% | -6.9% |
| 30D | -4.0% | -75.1% | +71.1% | -6.8% |
| 3M | -7.5% | -77.9% | +70.4% | -9.9% |
| 6M | -11.7% | -94.6% | +82.9% | -15.6% |
| YTD | -22.0% | -91.5% | +69.5% | -25.1% |
| 1Y | -21.8% | -97.8% | +76.0% | -20.1% |
| All | -21.8% | -98.3% | +76.5% | -20.1% |
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