+14.0%
GOOGL vs IRE
-97.2%
+111.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +39.6% | -38.8% | -0.7% |
| 7D | +1.8% | -27.2% | +28.9% | +2.2% |
| 30D | -18.8% | -75.1% | +56.4% | -15.6% |
| 3M | -20.3% | -77.9% | +57.5% | -17.6% |
| 6M | -28.4% | -94.6% | +66.2% | -23.3% |
| YTD | -8.8% | -91.5% | +82.7% | -8.1% |
| 1Y | +0.3% | -97.8% | +98.1% | +6.8% |
| All | +14.0% | -97.2% | +111.2% | +18.4% |
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