+22.9%
FIX vs IRE
-97.2%
+120.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +39.6% | -34.1% | -1.2% |
| 7D | -17.5% | -27.2% | +9.7% | -14.7% |
| 30D | -41.6% | -75.1% | +33.6% | -30.1% |
| 3M | -40.6% | -77.9% | +37.3% | -29.4% |
| 6M | -49.4% | -94.6% | +45.2% | -32.7% |
| YTD | +9.2% | -91.5% | +100.7% | +19.1% |
| 1Y | +6.5% | -97.8% | +104.3% | +46.4% |
| All | +22.9% | -97.2% | +120.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling