+18.4%
GOOGL vs IRE
-98.1%
+116.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.4% | +13.4% | -0.4% |
| 7D | +3.9% | -31.8% | +35.7% | +5.2% |
| 30D | -14.9% | -71.8% | +56.8% | -11.9% |
| 3M | -14.6% | -88.9% | +74.4% | -9.3% |
| 6M | -26.4% | -95.4% | +68.9% | -21.0% |
| YTD | -5.3% | -94.2% | +88.9% | -3.4% |
| 1Y | +6.5% | -97.1% | +103.5% | +10.7% |
| All | +18.4% | -98.1% | +116.5% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling