-97.8%
IRE vs EFV
+21.7%
-119.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.4% | -15.4% | -14.5% |
| 7D | -41.9% | +2.1% | -44.0% | -48.1% |
| 30D | -75.1% | +3.1% | -78.1% | -78.9% |
| 3M | -82.4% | -1.3% | -81.1% | -81.9% |
| 6M | -95.5% | +6.0% | -101.5% | -96.4% |
| YTD | -93.1% | +15.8% | -108.9% | -95.3% |
| 1Y | -97.8% | +21.1% | -118.9% | -98.5% |
| All | -97.8% | +21.7% | -119.5% | -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