-97.2%
IRE vs ACM
-46.4%
-50.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -3.6% |
| 7D | -15.5% | +6.9% | -22.4% | -16.6% |
| 30D | -70.4% | +19.1% | -89.5% | -71.6% |
| 3M | -81.6% | -6.9% | -74.7% | -80.5% |
| 6M | -94.7% | -12.0% | -82.7% | -94.1% |
| YTD | -91.8% | -25.1% | -66.6% | -89.3% |
| 1Y | -97.6% | -45.4% | -52.1% | -95.3% |
| All | -97.2% | -46.4% | -50.8% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling