-84.4%
IRE vs SNY
-10.0%
-74.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +1.0% |
| 7D | -4.5% | -3.3% | -1.2% | -7.5% |
| 30D | -7.8% | -2.2% | -5.7% | -9.5% |
| 3M | -60.0% | -3.0% | -57.0% | -59.8% |
| 6M | -48.3% | +2.7% | -51.0% | -45.5% |
| YTD | -54.5% | -6.8% | -47.6% | -55.9% |
| All | -84.4% | -10.0% | -74.4% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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