-83.2%
IRE vs SARO
-12.6%
-70.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -5.4% |
| 7D | +29.0% | +0.6% | +28.4% | +28.2% |
| 30D | +24.2% | -14.5% | +38.7% | +52.4% |
| 3M | -53.2% | -5.3% | -47.8% | -50.6% |
| 6M | -36.0% | -15.3% | -20.8% | -21.5% |
| YTD | -51.0% | -15.6% | -35.5% | -32.2% |
| All | -83.2% | -12.6% | -70.7% | -73.7% |
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