-97.3%
IRE vs M
+25.7%
-123.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.9% | +13.0% | +12.3% |
| 7D | -15.1% | -3.3% | -11.8% | -13.3% |
| 30D | -71.4% | +8.1% | -79.5% | -72.2% |
| 3M | -81.2% | +2.2% | -83.4% | -81.3% |
| 6M | -93.7% | +35.1% | -128.9% | -94.5% |
| YTD | -92.2% | +15.8% | -108.0% | -93.5% |
| 1Y | -97.3% | +25.8% | -123.1% | -97.7% |
| All | -97.3% | +25.7% | -123.0% | -97.7% |
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