-97.2%
IRE vs SM
+41.0%
-138.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -3.7% |
| 7D | -15.5% | -22.3% | +6.8% | -28.3% |
| 30D | -70.4% | -21.4% | -49.0% | -74.4% |
| 3M | -81.6% | +1.4% | -83.0% | -80.4% |
| 6M | -94.7% | +0.1% | -94.8% | -94.0% |
| YTD | -91.8% | +59.0% | -150.7% | -87.5% |
| 1Y | -97.6% | +64.3% | -161.9% | -96.0% |
| All | -97.2% | +41.0% | -138.2% | -96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling