-1.0%
LOW vs IRE
-97.7%
+96.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.5% | +11.7% | -2.0% |
| 7D | +0.1% | +11.1% | -11.0% | +0.4% |
| 30D | +21.3% | -75.2% | +96.4% | +20.3% |
| 3M | +6.0% | -86.4% | +92.4% | +5.0% |
| 6M | +2.6% | -94.8% | +97.4% | +2.4% |
| YTD | -3.6% | -93.3% | +89.7% | -3.1% |
| 1Y | -1.0% | -97.5% | +96.5% | -1.7% |
| All | -1.0% | -97.7% | +96.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling