-21.5%
IP vs IRE
-97.0%
+75.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.2% | +24.7% | +1.7% |
| 7D | +3.4% | -46.8% | +50.2% | +4.0% |
| 30D | +11.2% | -75.5% | +86.7% | +12.8% |
| 3M | -14.8% | -79.4% | +64.6% | -13.5% |
| 6M | +17.3% | -91.3% | +108.6% | +19.9% |
| YTD | -6.2% | -90.8% | +84.7% | -5.6% |
| 1Y | +2.3% | -97.7% | +100.1% | +2.5% |
| All | -21.5% | -97.0% | +75.5% | -21.2% |
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