-97.1%
IRE vs M
+33.0%
-130.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -4.6% | +44.2% | +41.6% |
| 7D | -27.2% | -4.3% | -22.9% | -25.8% |
| 30D | -75.1% | +1.3% | -76.4% | -75.7% |
| 3M | -77.9% | -7.4% | -70.5% | -77.1% |
| 6M | -94.6% | +18.3% | -112.9% | -95.3% |
| YTD | -91.5% | +7.6% | -99.1% | -92.8% |
| 1Y | -97.8% | +17.4% | -115.2% | -98.4% |
| All | -97.1% | +33.0% | -130.1% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling