-97.7%
IRE vs EFV
+25.8%
-123.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.4% | -35.0% |
| 7D | -46.8% | +2.9% | -49.7% | -55.1% |
| 30D | -75.5% | +3.6% | -79.1% | -79.8% |
| 3M | -79.4% | -0.1% | -79.3% | -80.0% |
| 6M | -91.3% | +9.6% | -100.9% | -93.7% |
| YTD | -90.8% | +17.0% | -107.8% | -94.2% |
| 1Y | -97.7% | +25.7% | -123.4% | -98.5% |
| All | -97.7% | +25.8% | -123.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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