-4.2%
IP vs IRE
-97.7%
+93.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | -0.9% |
| 7D | 0.0% | -41.9% | +41.9% | +0.4% |
| 30D | +9.4% | -75.1% | +84.4% | +10.9% |
| 3M | -14.1% | -82.4% | +68.3% | -12.6% |
| 6M | +9.2% | -95.5% | +104.7% | +12.9% |
| YTD | -7.5% | -93.1% | +85.5% | -7.3% |
| All | -4.2% | -97.7% | +93.5% | -1.8% |
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