+13.5%
LUV vs IRE
-84.0%
+97.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +0.3% |
| 7D | +0.7% | +29.0% | -28.4% | -0.4% |
| 30D | -13.4% | +24.2% | -37.7% | -14.6% |
| 3M | -9.6% | -53.2% | +43.6% | -9.2% |
| 6M | -8.9% | -36.0% | +27.1% | -10.1% |
| YTD | -5.2% | -51.0% | +45.9% | -8.1% |
| All | +13.5% | -84.0% | +97.5% | +11.7% |
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