-83.2%
IRE vs EFV
+25.8%
-109.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -2.6% |
| 7D | +29.0% | -0.5% | +29.6% | +32.2% |
| 30D | +24.2% | 0.0% | +24.2% | +25.2% |
| 3M | -53.2% | +8.4% | -61.6% | -65.4% |
| 6M | -36.0% | +12.3% | -48.4% | -54.9% |
| YTD | -51.0% | +17.4% | -68.4% | -67.7% |
| All | -83.2% | +25.8% | -109.0% | -89.1% |
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