+10.9%
GE vs IRE
-97.4%
+108.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.1% | -10.7% | +1.0% |
| 7D | +4.0% | -15.1% | +19.2% | +4.1% |
| 30D | +11.1% | -71.4% | +82.4% | +14.5% |
| 3M | -6.7% | -81.2% | +74.4% | -3.1% |
| 6M | +14.3% | -93.7% | +108.0% | +21.1% |
| YTD | +11.7% | -92.2% | +104.0% | +11.6% |
| 1Y | +10.9% | -97.3% | +108.2% | +13.0% |
| All | +10.9% | -97.4% | +108.3% | +13.0% |
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 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