-82.0%
IRE vs SNY
-9.1%
-72.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.4% | +12.7% | +7.8% |
| 7D | +58.9% | -2.7% | +61.6% | +55.0% |
| 30D | +17.2% | -0.7% | +17.9% | +16.8% |
| 3M | -58.6% | -1.6% | -57.0% | -58.0% |
| 6M | -23.5% | +2.3% | -25.7% | -19.5% |
| YTD | -47.4% | -6.0% | -41.4% | -48.6% |
| All | -82.0% | -9.1% | -72.9% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling