+9.9%
IR vs IRE
-97.7%
+107.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.5% | +13.8% | +0.6% |
| 7D | +4.2% | +11.1% | -6.9% | +3.7% |
| 30D | +8.1% | -75.2% | +83.2% | +10.5% |
| 3M | +0.7% | -86.4% | +87.0% | +3.9% |
| 6M | +16.6% | -94.8% | +111.4% | +22.2% |
| YTD | +7.8% | -93.3% | +101.0% | +8.6% |
| 1Y | +9.9% | -97.5% | +107.4% | +9.7% |
| All | +9.9% | -97.7% | +107.6% | +9.7% |
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