-97.1%
IRE vs EFV
+21.3%
-118.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.4% | +41.0% | +44.8% |
| 7D | -27.2% | -0.7% | -26.5% | -28.2% |
| 30D | -75.1% | +0.9% | -76.0% | -77.1% |
| 3M | -77.9% | -3.6% | -74.3% | -74.9% |
| 6M | -94.6% | +2.5% | -97.1% | -95.0% |
| YTD | -91.5% | +13.2% | -104.7% | -93.8% |
| 1Y | -97.8% | +20.3% | -118.2% | -98.4% |
| All | -97.1% | +21.3% | -118.4% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling