-97.7%
IRE vs SARO
-0.5%
-97.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.4% | -8.5% |
| 7D | +11.1% | +8.9% | +2.2% | +3.3% |
| 30D | -75.2% | +38.6% | -113.8% | -83.5% |
| 3M | -86.4% | +0.6% | -87.0% | -86.0% |
| 6M | -94.8% | +2.9% | -97.7% | -95.2% |
| YTD | -93.3% | -3.9% | -89.4% | -91.9% |
| 1Y | -97.5% | +4.6% | -102.0% | -97.1% |
| All | -97.7% | -0.5% | -97.2% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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