-97.1%
IRE vs ES
-1.4%
-95.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.9% | +42.5% | +37.5% |
| 7D | -27.2% | +1.9% | -29.1% | -25.9% |
| 30D | -75.1% | +7.1% | -82.2% | -74.4% |
| 3M | -77.9% | -1.9% | -75.9% | -77.1% |
| 6M | -94.6% | +4.4% | -98.9% | -94.8% |
| YTD | -91.5% | +7.3% | -98.9% | -92.4% |
| 1Y | -97.8% | +2.1% | -100.0% | -98.2% |
| All | -97.1% | -1.4% | -95.7% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling