+62.8%
GEV vs IRE
-84.0%
+146.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -1.4% |
| 7D | +3.2% | +29.0% | -25.9% | +0.5% |
| 30D | -4.0% | +24.2% | -28.2% | -6.9% |
| 3M | +3.4% | -53.2% | +56.6% | +5.1% |
| 6M | +14.7% | -36.0% | +50.7% | +9.3% |
| YTD | +45.8% | -51.0% | +96.8% | +39.4% |
| All | +62.8% | -84.0% | +146.8% | +55.2% |
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