+4.3%
O vs IRE
-97.2%
+101.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | -0.3% |
| 7D | +3.7% | -27.2% | +30.9% | +3.6% |
| 30D | +11.2% | -75.1% | +86.3% | +10.2% |
| 3M | -4.0% | -77.9% | +73.9% | -4.8% |
| 6M | -5.2% | -94.6% | +89.3% | -5.9% |
| YTD | +9.5% | -91.5% | +101.0% | +8.3% |
| 1Y | +10.6% | -97.8% | +108.4% | +10.1% |
| All | +4.3% | -97.2% | +101.5% | +3.5% |
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