-97.9%
IRE vs COO
-14.9%
-83.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -1.4% | -32.5% | -35.0% |
| 7D | -57.1% | +5.3% | -62.4% | -54.9% |
| 30D | -84.4% | +12.5% | -97.0% | -82.9% |
| 3M | -85.0% | -15.1% | -69.8% | -86.8% |
| 6M | -95.2% | +3.7% | -98.9% | -95.2% |
| YTD | -93.9% | -22.5% | -71.4% | -93.9% |
| 1Y | -98.8% | -7.8% | -91.0% | -98.6% |
| All | -97.9% | -14.9% | -83.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling