-97.9%
IRE vs FIVE
+56.7%
-154.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -4.3% | -29.7% | -29.3% |
| 7D | -57.1% | -1.7% | -55.4% | -56.1% |
| 30D | -84.4% | +14.9% | -99.4% | -87.1% |
| 3M | -85.0% | +7.6% | -92.6% | -86.7% |
| 6M | -95.2% | +6.4% | -101.7% | -95.6% |
| YTD | -93.9% | +28.1% | -122.0% | -96.3% |
| 1Y | -98.8% | +54.7% | -153.5% | -99.6% |
| All | -97.9% | +56.7% | -154.6% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling