-91.9%
IRE vs XE
-66.6%
-25.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -8.5% | -14.8% | -13.5% |
| 7D | -46.8% | -12.9% | -33.9% | -35.4% |
| 30D | -75.5% | -30.3% | -45.2% | -60.6% |
| 3M | -79.4% | -45.9% | -33.5% | -57.9% |
| 6M | -91.3% | -66.2% | -25.0% | -79.4% |
| All | -91.9% | -66.6% | -25.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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