-83.7%
IRE vs SM
+75.6%
-159.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.1% | +17.1% | +11.8% |
| 7D | +54.8% | -0.5% | +55.3% | +54.6% |
| 30D | +18.4% | +25.6% | -7.2% | +40.9% |
| 3M | -66.7% | +8.0% | -74.8% | -62.8% |
| 6M | -52.3% | +50.8% | -103.1% | -31.9% |
| YTD | -52.3% | +97.9% | -150.2% | -18.5% |
| All | -83.7% | +75.6% | -159.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling