-97.5%
IRE vs ACM
-46.1%
-51.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.2% | -13.3% | -13.5% |
| 7D | +11.1% | +5.1% | +6.0% | +10.2% |
| 30D | -75.2% | +18.7% | -93.8% | -75.9% |
| 3M | -86.4% | +15.5% | -101.8% | -86.9% |
| 6M | -94.8% | +1.2% | -96.0% | -94.9% |
| YTD | -93.3% | -25.2% | -68.0% | -91.3% |
| 1Y | -97.5% | -46.3% | -51.2% | -95.3% |
| All | -97.5% | -46.1% | -51.4% | -95.3% |
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