+20.2%
NDAQ vs IRE
-97.2%
+117.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +39.6% | -39.3% | +0.2% |
| 7D | +0.8% | -27.2% | +28.0% | +0.8% |
| 30D | +16.5% | -75.1% | +91.6% | +16.8% |
| 3M | +13.5% | -77.9% | +91.4% | +13.8% |
| 6M | +20.9% | -94.6% | +115.5% | +22.6% |
| YTD | +11.4% | -91.5% | +102.9% | +10.3% |
| 1Y | +25.9% | -97.8% | +123.8% | +27.0% |
| All | +20.2% | -97.2% | +117.4% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling