-98.0%
IRE vs ALC
-0.8%
-97.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.2% | -17.6% | -10.7% |
| 7D | -31.8% | -1.1% | -30.7% | -32.3% |
| 30D | -71.8% | +16.0% | -87.8% | -66.4% |
| 3M | -88.9% | +0.8% | -89.7% | -87.9% |
| 6M | -95.4% | +16.8% | -112.2% | -94.5% |
| YTD | -94.2% | -5.5% | -88.7% | -92.9% |
| 1Y | -97.1% | -5.3% | -91.8% | -96.3% |
| All | -98.0% | -0.8% | -97.2% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling