-52.3%
IRE vs EFV
+11.9%
-64.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.7% |
| 7D | +54.8% | +1.5% | +53.3% | +43.7% |
| 30D | +18.4% | +1.7% | +16.6% | +10.1% |
| 3M | -66.7% | +8.6% | -75.4% | -76.2% |
| 6M | -52.3% | +11.7% | -64.0% | -66.9% |
| All | -52.3% | +11.9% | -64.2% | -66.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling