-97.2%
IRE vs ALC
+0.5%
-97.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.2% |
| 7D | -15.5% | +2.1% | -17.6% | -11.3% |
| 30D | -70.4% | +17.2% | -87.6% | -64.4% |
| 3M | -81.6% | +4.6% | -86.3% | -79.4% |
| 6M | -94.7% | +20.1% | -114.8% | -93.6% |
| YTD | -91.8% | -4.2% | -87.6% | -89.7% |
| 1Y | -97.6% | +2.1% | -99.6% | -96.7% |
| All | -97.2% | +0.5% | -97.7% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling