-98.0%
IRE vs COO
-16.1%
-81.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -13.8% |
| 7D | -31.8% | +0.5% | -32.3% | -31.6% |
| 30D | -71.8% | +14.2% | -85.9% | -68.7% |
| 3M | -88.9% | -18.2% | -70.7% | -90.6% |
| 6M | -95.4% | +5.3% | -100.7% | -95.4% |
| YTD | -94.2% | -23.6% | -70.7% | -94.3% |
| 1Y | -97.1% | -12.7% | -84.4% | -96.8% |
| All | -98.0% | -16.1% | -81.9% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling