-97.3%
IRE vs SM
+72.9%
-170.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +5.6% | +6.6% | +14.0% |
| 7D | -15.1% | +0.3% | -15.5% | -16.1% |
| 30D | -71.4% | -17.3% | -54.0% | -74.2% |
| 3M | -81.2% | -3.6% | -77.6% | -81.1% |
| 6M | -93.7% | +2.9% | -96.6% | -93.0% |
| YTD | -92.2% | +70.2% | -162.4% | -90.6% |
| 1Y | -97.3% | +66.5% | -163.8% | -96.6% |
| All | -97.3% | +72.9% | -170.2% | -96.6% |
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