+57.4%
MAR vs IRE
-97.6%
+154.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -23.2% | +25.3% | +2.0% |
| 7D | +7.7% | -46.8% | +54.6% | +7.8% |
| 30D | +19.4% | -75.5% | +94.9% | +19.6% |
| 3M | +23.3% | -79.4% | +102.7% | +23.6% |
| 6M | +22.8% | -91.3% | +114.1% | +24.0% |
| YTD | +37.8% | -90.8% | +128.6% | +38.6% |
| 1Y | +57.4% | -97.7% | +155.1% | +61.9% |
| All | +57.4% | -97.6% | +154.9% | +61.9% |
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