+14.3%
OMC vs IRE
-97.2%
+111.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | +0.1% |
| 7D | +6.3% | -27.2% | +33.5% | +6.0% |
| 30D | +15.4% | -75.1% | +90.5% | +13.1% |
| 3M | +5.8% | -77.9% | +83.6% | +3.8% |
| 6M | +14.7% | -94.6% | +109.2% | +11.7% |
| YTD | +10.3% | -91.5% | +101.8% | +10.0% |
| 1Y | +23.2% | -97.8% | +121.1% | +20.0% |
| All | +14.3% | -97.2% | +111.5% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling