+33.8%
GOOG vs IRE
-84.4%
+118.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.5% |
| 7D | -2.1% | +54.8% | -56.9% | -3.6% |
| 30D | -6.8% | +18.4% | -25.2% | -7.8% |
| 3M | -9.1% | -66.7% | +57.7% | -6.9% |
| 6M | +10.7% | -52.3% | +63.0% | +9.1% |
| YTD | +7.1% | -52.3% | +59.4% | +3.0% |
| All | +33.8% | -84.4% | +118.2% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling