-98.0%
IRE vs SM
+58.6%
-156.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.4% |
| 7D | -31.8% | +9.4% | -41.2% | -28.9% |
| 30D | -71.8% | -14.4% | -57.4% | -74.7% |
| 3M | -88.9% | +1.6% | -90.5% | -88.7% |
| 6M | -95.4% | +6.3% | -101.7% | -94.7% |
| YTD | -94.2% | +78.8% | -173.0% | -90.7% |
| 1Y | -97.1% | +83.1% | -180.2% | -95.1% |
| All | -98.0% | +58.6% | -156.7% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling