+25.2%
NET vs IRE
-97.0%
+122.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.2% | +20.7% | -1.4% |
| 7D | -16.4% | -46.8% | +30.5% | -14.0% |
| 30D | -25.8% | -75.5% | +49.7% | -21.6% |
| 3M | -11.5% | -79.4% | +67.9% | -6.6% |
| 6M | +18.9% | -91.3% | +110.2% | +25.5% |
| YTD | +35.2% | -90.8% | +126.0% | +35.6% |
| 1Y | +14.5% | -97.7% | +112.2% | +20.9% |
| All | +25.2% | -97.0% | +122.2% | +29.3% |
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