-83.7%
IRE vs CAPR
+46.4%
-130.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +13.9% |
| 7D | +54.8% | -2.0% | +56.8% | +54.8% |
| 30D | +18.4% | +139.2% | -120.8% | +15.2% |
| 3M | -66.7% | -66.4% | -0.4% | -66.0% |
| 6M | -52.3% | -63.1% | +10.8% | -51.4% |
| YTD | -52.3% | -67.4% | +15.1% | -51.2% |
| All | -83.7% | +46.4% | -130.1% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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