-97.9%
IRE vs ACM
-49.1%
-48.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -2.2% | -31.8% | -33.5% |
| 7D | -57.1% | +5.1% | -62.2% | -57.5% |
| 30D | -84.4% | +11.5% | -95.9% | -84.8% |
| 3M | -85.0% | -10.5% | -74.5% | -84.0% |
| 6M | -95.2% | -20.4% | -74.9% | -94.3% |
| YTD | -93.9% | -28.9% | -65.1% | -92.0% |
| 1Y | -98.8% | -48.7% | -50.1% | -97.7% |
| All | -97.9% | -49.1% | -48.8% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling