-97.1%
IRE vs ES
+2.1%
-99.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.8% | -15.2% | -13.7% |
| 7D | -31.8% | +2.7% | -34.5% | -30.3% |
| 30D | -71.8% | +7.6% | -79.3% | -70.0% |
| 3M | -88.9% | +0.5% | -89.4% | -88.2% |
| 6M | -95.4% | +7.6% | -103.0% | -95.4% |
| YTD | -94.2% | +10.2% | -104.5% | -94.6% |
| 1Y | -97.1% | +1.8% | -98.9% | -97.0% |
| All | -97.1% | +2.1% | -99.2% | -97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling