+9.6%
GE vs IRE
-82.8%
+92.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.2% | -10.9% | -1.0% |
| 7D | +1.2% | +58.9% | -57.8% | -0.5% |
| 30D | -9.5% | +17.2% | -26.7% | -10.4% |
| 3M | +4.1% | -58.6% | +62.7% | +5.8% |
| 6M | +3.9% | -23.5% | +27.4% | +0.5% |
| YTD | +9.0% | -47.4% | +56.5% | +4.3% |
| All | +9.6% | -82.8% | +92.5% | +5.9% |
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 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