-97.1%
IRE vs SM
+84.2%
-181.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.4% |
| 7D | -31.8% | +9.4% | -41.2% | -29.5% |
| 30D | -71.8% | -14.4% | -57.4% | -74.3% |
| 3M | -88.9% | +1.6% | -90.5% | -88.6% |
| 6M | -95.4% | +6.3% | -101.7% | -94.7% |
| YTD | -94.2% | +78.8% | -173.0% | -92.6% |
| 1Y | -97.1% | +83.1% | -180.2% | -96.3% |
| All | -97.1% | +84.2% | -181.3% | -96.3% |
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