-97.1%
IRE vs SM
+45.0%
-142.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.0% | +38.6% | +40.0% |
| 7D | -27.2% | -25.9% | -1.3% | -41.1% |
| 30D | -75.1% | -15.1% | -60.0% | -77.3% |
| 3M | -77.9% | +4.9% | -82.7% | -76.1% |
| 6M | -94.6% | +6.1% | -100.7% | -93.7% |
| YTD | -91.5% | +63.4% | -155.0% | -87.0% |
| 1Y | -97.8% | +72.5% | -170.3% | -96.3% |
| All | -97.1% | +45.0% | -142.1% | -95.9% |
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