-95.2%
IRE vs M
+27.1%
-122.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -5.9% | -28.1% | -30.6% |
| 7D | -57.1% | -2.1% | -55.0% | -55.7% |
| 30D | -84.4% | +7.7% | -92.1% | -85.2% |
| 3M | -85.0% | -4.4% | -80.6% | -84.1% |
| 6M | -95.2% | +27.5% | -122.8% | -96.2% |
| All | -95.2% | +27.1% | -122.4% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling