-96.9%
IRE vs ES
-0.6%
-96.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.1% | -25.3% | -22.3% |
| 7D | -46.8% | +5.3% | -52.2% | -45.6% |
| 30D | -75.5% | +8.9% | -84.4% | -74.8% |
| 3M | -79.4% | -1.9% | -77.5% | -78.8% |
| 6M | -91.3% | +3.9% | -95.2% | -91.6% |
| YTD | -90.8% | +8.3% | -99.1% | -91.7% |
| 1Y | -97.7% | -0.1% | -97.6% | -97.9% |
| All | -96.9% | -0.6% | -96.3% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling