-97.3%
IRE vs CAPR
+90.5%
-187.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +26.5% | -14.4% | +11.2% |
| 7D | -15.1% | +25.8% | -40.9% | -15.7% |
| 30D | -71.4% | +50.2% | -121.6% | -71.7% |
| 3M | -81.2% | +185.5% | -266.7% | -81.8% |
| 6M | -93.7% | -64.8% | -28.9% | -93.6% |
| YTD | -92.2% | -61.1% | -31.1% | -92.1% |
| 1Y | -97.3% | +81.0% | -178.2% | -97.6% |
| All | -97.3% | +90.5% | -187.8% | -97.6% |
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