+59.5%
MAR vs IRE
-97.8%
+157.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.5% | +12.5% | -1.0% |
| 7D | +1.8% | +11.1% | -9.3% | +1.7% |
| 30D | +14.3% | -75.2% | +89.5% | +14.5% |
| 3M | +20.0% | -86.4% | +106.4% | +20.4% |
| 6M | +21.7% | -94.8% | +116.6% | +23.0% |
| YTD | +37.7% | -93.3% | +131.0% | +38.5% |
| 1Y | +46.8% | -97.5% | +144.3% | +50.0% |
| All | +59.5% | -97.8% | +157.3% | +62.5% |
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