+32.6%
GEV vs IRE
-97.2%
+129.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | -3.8% |
| 7D | -9.8% | -27.2% | +17.4% | -8.1% |
| 30D | -22.3% | -75.1% | +52.8% | -13.1% |
| 3M | -22.6% | -77.9% | +55.3% | -13.7% |
| 6M | -30.7% | -94.6% | +63.8% | -17.4% |
| YTD | +18.7% | -91.5% | +110.3% | +31.2% |
| 1Y | +41.0% | -97.8% | +138.9% | +57.3% |
| All | +32.6% | -97.2% | +129.8% | +46.1% |
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