-98.0%
IRE vs EXEL
+96.9%
-194.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.2% | -13.2% | -13.2% |
| 7D | -31.8% | -0.8% | -31.0% | -30.9% |
| 30D | -71.8% | +13.1% | -84.9% | -73.5% |
| 3M | -88.9% | +36.3% | -125.2% | -91.2% |
| 6M | -95.4% | +34.5% | -129.9% | -96.4% |
| YTD | -94.2% | +57.4% | -151.7% | -96.6% |
| 1Y | -97.1% | +62.9% | -160.0% | -98.5% |
| All | -98.0% | +96.9% | -194.9% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling