-14.1%
EXE vs IRE
-98.1%
+84.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +0.6% |
| 7D | +5.3% | -31.8% | +37.2% | +4.7% |
| 30D | -2.2% | -71.8% | +69.6% | -4.0% |
| 3M | -5.9% | -88.9% | +83.0% | -9.0% |
| 6M | -5.7% | -95.4% | +89.6% | -9.0% |
| YTD | -17.8% | -94.2% | +76.4% | -21.7% |
| 1Y | -23.1% | -97.1% | +74.0% | -25.1% |
| All | -14.1% | -98.1% | +84.0% | -15.9% |
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