-97.7%
IRE vs COO
-7.7%
-90.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.9% | -29.1% | -18.7% |
| 7D | -46.8% | +8.4% | -55.3% | -42.5% |
| 30D | -75.5% | +13.5% | -89.0% | -72.7% |
| 3M | -79.4% | -13.8% | -65.7% | -81.8% |
| 6M | -91.3% | +4.7% | -96.0% | -91.1% |
| YTD | -90.8% | -21.4% | -69.4% | -90.7% |
| 1Y | -97.7% | -6.7% | -91.0% | -97.9% |
| All | -97.7% | -7.7% | -90.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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