-97.1%
IRE vs EXEL
+98.5%
-195.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.3% | +38.3% | +38.4% |
| 7D | -27.2% | +0.3% | -27.4% | -25.0% |
| 30D | -75.1% | +19.0% | -94.2% | -78.0% |
| 3M | -77.9% | +33.3% | -111.1% | -82.2% |
| 6M | -94.6% | +42.9% | -137.4% | -96.1% |
| YTD | -91.5% | +58.7% | -150.3% | -95.0% |
| 1Y | -97.8% | +70.5% | -168.3% | -99.0% |
| All | -97.1% | +98.5% | -195.6% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling