+14.8%
IRM vs IRE
-84.4%
+99.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.3% | +1.0% |
| 7D | -0.5% | +54.8% | -55.2% | -2.6% |
| 30D | -8.1% | +18.4% | -26.5% | -9.3% |
| 3M | -9.7% | -66.7% | +57.1% | -7.7% |
| 6M | +10.0% | -52.3% | +62.3% | +7.9% |
| YTD | +43.0% | -52.3% | +95.3% | +37.1% |
| All | +14.8% | -84.4% | +99.2% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling