-97.2%
IRE vs FIVE
+64.8%
-162.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -8.4% |
| 7D | -15.5% | +6.2% | -21.7% | -21.4% |
| 30D | -70.4% | +18.2% | -88.6% | -76.1% |
| 3M | -81.6% | +3.8% | -85.5% | -82.8% |
| 6M | -94.7% | +13.7% | -108.4% | -95.6% |
| YTD | -91.8% | +34.7% | -126.5% | -95.3% |
| 1Y | -97.6% | +66.6% | -164.2% | -99.2% |
| All | -97.2% | +64.8% | -162.0% | -99.1% |
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