-97.7%
IRE vs EXEL
+92.4%
-190.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.6% | -23.8% | -23.6% |
| 7D | -46.8% | +9.8% | -56.6% | -50.3% |
| 30D | -75.5% | +23.6% | -99.1% | -79.1% |
| 3M | -79.4% | +29.9% | -109.3% | -83.2% |
| 6M | -91.3% | +64.7% | -156.0% | -94.5% |
| YTD | -90.8% | +66.0% | -156.8% | -94.7% |
| 1Y | -97.7% | +92.0% | -189.7% | -99.2% |
| All | -97.7% | +92.4% | -190.1% | -99.2% |
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