+23.0%
NDAQ vs IRE
-97.5%
+120.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.1% | -12.4% | -0.3% |
| 7D | 0.0% | -15.1% | +15.1% | 0.0% |
| 30D | +16.3% | -71.4% | +87.7% | +16.5% |
| 3M | +15.8% | -81.2% | +97.0% | +16.2% |
| 6M | +24.8% | -93.7% | +118.6% | +26.2% |
| YTD | +14.1% | -92.2% | +106.3% | +12.9% |
| 1Y | +26.5% | -97.3% | +123.8% | +26.9% |
| All | +23.0% | -97.5% | +120.5% | +23.1% |
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