-83.7%
IRE vs ALC
-5.7%
-78.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.2% | +16.2% | +12.5% |
| 7D | +54.8% | -2.1% | +56.9% | +52.8% |
| 30D | +18.4% | -0.1% | +18.5% | +18.0% |
| 3M | -66.7% | +5.9% | -72.6% | -64.9% |
| 6M | -52.3% | -15.9% | -36.4% | -52.2% |
| YTD | -52.3% | -10.1% | -42.2% | -47.3% |
| All | -83.7% | -5.7% | -78.0% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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