-97.3%
IRE vs EXEL
+101.7%
-199.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +12.0% | +12.0% |
| 7D | -15.1% | -2.8% | -12.3% | -10.8% |
| 30D | -71.4% | +18.2% | -89.6% | -74.4% |
| 3M | -81.2% | +37.7% | -118.9% | -85.3% |
| 6M | -93.7% | +42.2% | -136.0% | -95.5% |
| YTD | -92.2% | +61.3% | -153.5% | -95.5% |
| 1Y | -97.3% | +64.5% | -161.8% | -98.5% |
| All | -97.3% | +101.7% | -199.0% | -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 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