-97.1%
IRE vs ACM
-49.1%
-48.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | 0.0% | +39.6% | +39.6% |
| 7D | -27.2% | +5.4% | -32.5% | -27.9% |
| 30D | -75.1% | +15.1% | -90.2% | -76.0% |
| 3M | -77.9% | -10.5% | -67.4% | -76.4% |
| 6M | -94.6% | -19.7% | -74.9% | -93.6% |
| YTD | -91.5% | -28.8% | -62.7% | -88.9% |
| 1Y | -97.8% | -47.9% | -50.0% | -95.8% |
| All | -97.1% | -49.1% | -48.0% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling