+6.0%
GE vs IRE
-97.2%
+103.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.9% | +1.3% |
| 7D | +7.1% | -27.2% | +34.3% | +7.4% |
| 30D | +6.5% | -75.1% | +81.6% | +10.2% |
| 3M | -13.6% | -77.9% | +64.3% | -10.8% |
| 6M | +6.0% | -94.6% | +100.6% | +12.8% |
| YTD | +5.4% | -91.5% | +96.9% | +5.8% |
| 1Y | +6.5% | -97.8% | +104.3% | +9.1% |
| All | +6.0% | -97.2% | +103.2% | +7.5% |
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 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