-97.9%
IRE vs SUI
+1.7%
-99.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +0.7% | -34.6% | -32.3% |
| 7D | -57.1% | +8.8% | -65.9% | -44.9% |
| 30D | -84.4% | +8.9% | -93.4% | -79.1% |
| 3M | -85.0% | +2.0% | -87.0% | -81.9% |
| 6M | -95.2% | -0.6% | -94.6% | -94.1% |
| YTD | -93.9% | +1.3% | -95.3% | -92.1% |
| 1Y | -98.8% | +1.3% | -100.1% | -98.5% |
| All | -97.9% | +1.7% | -99.6% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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