-83.7%
IRE vs FIVE
+63.8%
-147.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +5.1% | +8.9% | +7.4% |
| 7D | +54.8% | +4.3% | +50.5% | +47.1% |
| 30D | +18.4% | +12.5% | +5.9% | +0.4% |
| 3M | -66.7% | +31.2% | -98.0% | -77.0% |
| 6M | -52.3% | +14.4% | -66.7% | -59.7% |
| YTD | -52.3% | +33.9% | -86.2% | -72.1% |
| All | -83.7% | +63.8% | -147.5% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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