+11.3%
IRM vs IRE
-97.5%
+108.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.6% | +0.8% |
| 7D | -5.3% | -15.1% | +9.9% | -5.0% |
| 30D | -2.3% | -71.4% | +69.0% | +2.2% |
| 3M | -7.4% | -81.2% | +73.7% | -1.8% |
| 6M | -12.2% | -93.7% | +81.5% | -5.1% |
| YTD | +38.6% | -92.2% | +130.9% | +42.6% |
| 1Y | +14.9% | -97.3% | +112.2% | +21.8% |
| All | +11.3% | -97.5% | +108.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling