-97.7%
IRE vs M
+36.6%
-134.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.6% | -30.9% | -26.4% |
| 7D | -46.8% | +8.3% | -55.1% | -49.5% |
| 30D | -75.5% | +14.2% | -89.7% | -77.6% |
| 3M | -79.4% | -1.1% | -78.3% | -79.4% |
| 6M | -91.3% | +36.6% | -127.9% | -92.9% |
| YTD | -90.8% | +19.8% | -110.6% | -92.6% |
| 1Y | -97.7% | +37.2% | -134.9% | -98.6% |
| All | -97.7% | +36.6% | -134.3% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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