-97.9%
IRE vs M
+39.4%
-137.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -5.9% | -28.1% | -30.7% |
| 7D | -57.1% | -2.1% | -55.0% | -56.2% |
| 30D | -84.4% | +7.7% | -92.1% | -85.2% |
| 3M | -85.0% | -4.4% | -80.6% | -84.5% |
| 6M | -95.2% | +27.5% | -122.8% | -95.9% |
| YTD | -93.9% | +12.8% | -106.7% | -94.9% |
| 1Y | -98.8% | +20.7% | -119.6% | -99.1% |
| All | -97.9% | +39.4% | -137.3% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling