-97.8%
IRE vs ES
-0.1%
-97.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.2% | -16.0% | -15.7% |
| 7D | -41.9% | +0.9% | -42.8% | -41.0% |
| 30D | -75.1% | +5.9% | -81.0% | -74.0% |
| 3M | -82.4% | -1.0% | -81.4% | -81.8% |
| 6M | -95.5% | +7.2% | -102.7% | -95.8% |
| YTD | -93.1% | +7.0% | -100.0% | -93.6% |
| 1Y | -97.8% | +0.5% | -98.2% | -97.8% |
| All | -97.8% | -0.1% | -97.7% | -97.8% |
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