-97.9%
IRE vs CAPR
+34.0%
-131.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.6% | -30.4% | -33.8% |
| 7D | -57.1% | +29.7% | -86.9% | -57.5% |
| 30D | -84.4% | +11.0% | -95.4% | -84.5% |
| 3M | -85.0% | +118.8% | -203.8% | -85.3% |
| 6M | -95.2% | -73.9% | -21.3% | -95.1% |
| YTD | -93.9% | -70.2% | -23.7% | -93.8% |
| 1Y | -98.8% | +38.3% | -137.1% | -98.9% |
| All | -97.9% | +34.0% | -131.9% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling