+12.8%
F vs IRE
-90.1%
+102.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -23.2% | +26.2% | +3.4% |
| 7D | +6.0% | -46.8% | +52.9% | +7.4% |
| 30D | +4.3% | -75.5% | +79.8% | +7.9% |
| 3M | -10.1% | -79.4% | +69.4% | -7.1% |
| 6M | +12.8% | -91.3% | +104.0% | +24.5% |
| All | +12.8% | -90.1% | +102.8% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling