-97.9%
IRE vs SM
+43.6%
-141.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -4.6% | -29.3% | -36.1% |
| 7D | -57.1% | -25.1% | -32.0% | -64.8% |
| 30D | -84.4% | -15.6% | -68.8% | -85.8% |
| 3M | -85.0% | +2.7% | -87.7% | -83.9% |
| 6M | -95.2% | -3.8% | -91.4% | -94.7% |
| YTD | -93.9% | +61.8% | -155.8% | -90.7% |
| 1Y | -98.8% | +71.4% | -170.2% | -98.0% |
| All | -97.9% | +43.6% | -141.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling