+9.6%
IR vs IRE
-97.4%
+106.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.1% | -13.0% | -1.2% |
| 7D | +1.1% | -15.1% | +16.2% | +1.1% |
| 30D | +7.6% | -71.4% | +78.9% | +9.7% |
| 3M | +0.1% | -81.2% | +81.3% | +2.5% |
| 6M | +14.0% | -93.7% | +107.7% | +18.8% |
| YTD | +7.5% | -92.2% | +99.7% | +8.0% |
| All | +9.6% | -97.4% | +106.9% | +9.1% |
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