-83.7%
IRE vs ACM
-49.4%
-34.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.1% |
| 7D | +54.8% | -3.7% | +58.5% | +56.4% |
| 30D | +18.4% | -11.1% | +29.5% | +25.4% |
| 3M | -66.7% | -8.0% | -58.8% | -65.6% |
| 6M | -52.3% | -29.7% | -22.7% | -34.8% |
| YTD | -52.3% | -29.4% | -22.9% | -37.7% |
| All | -83.7% | -49.4% | -34.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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