-84.5%
IRE vs SNY
-10.1%
-74.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -8.1% |
| 7D | +7.9% | -3.6% | +11.6% | +4.2% |
| 30D | +9.3% | -1.9% | +11.2% | +7.5% |
| 3M | -52.3% | -2.0% | -50.4% | -52.2% |
| 6M | -38.5% | +2.5% | -41.0% | -35.2% |
| YTD | -54.8% | -7.0% | -47.9% | -56.3% |
| All | -84.5% | -10.1% | -74.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling