+6.5%
FIX vs IRE
-98.3%
+104.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +39.6% | -34.1% | -0.9% |
| 7D | -17.5% | -27.2% | +9.7% | -14.8% |
| 30D | -41.6% | -75.1% | +33.6% | -30.6% |
| 3M | -40.6% | -77.9% | +37.3% | -29.9% |
| 6M | -49.4% | -94.6% | +45.2% | -33.8% |
| YTD | +9.2% | -91.5% | +100.7% | +19.7% |
| 1Y | +6.5% | -97.8% | +104.3% | +39.4% |
| All | +6.5% | -98.3% | +104.8% | +39.4% |
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