-83.7%
IRE vs EXEL
+68.4%
-152.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.2% |
| 7D | +54.8% | +8.4% | +46.4% | +44.3% |
| 30D | +18.4% | +4.1% | +14.3% | +14.9% |
| 3M | -66.7% | +12.4% | -79.2% | -70.5% |
| 6M | -52.3% | +41.5% | -93.9% | -68.3% |
| YTD | -52.3% | +34.6% | -86.9% | -68.5% |
| All | -83.7% | +68.4% | -152.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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