-97.1%
IRE vs COO
-16.5%
-80.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.8% | +41.4% | +38.2% |
| 7D | -27.2% | +4.7% | -31.9% | -23.5% |
| 30D | -75.1% | +13.9% | -89.0% | -72.5% |
| 3M | -77.9% | -14.9% | -62.9% | -80.5% |
| 6M | -94.6% | +2.0% | -96.6% | -94.6% |
| YTD | -91.5% | -23.9% | -67.6% | -91.6% |
| 1Y | -97.8% | -9.6% | -88.2% | -97.5% |
| All | -97.1% | -16.5% | -80.6% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling