-83.7%
IRE vs M
+31.7%
-115.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.6% | +11.4% | +12.2% |
| 7D | +54.8% | +4.7% | +50.1% | +50.6% |
| 30D | +18.4% | -9.6% | +28.0% | +26.7% |
| 3M | -66.7% | +0.9% | -67.6% | -66.6% |
| 6M | -52.3% | +22.3% | -74.6% | -57.8% |
| YTD | -52.3% | +6.5% | -58.8% | -58.2% |
| All | -83.7% | +31.7% | -115.4% | -91.1% |
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