+47.6%
ON vs IRE
-97.6%
+145.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -23.2% | +21.4% | +0.5% |
| 7D | -5.8% | -46.8% | +41.0% | -0.4% |
| 30D | -17.1% | -75.5% | +58.4% | -6.3% |
| 3M | -11.8% | -79.4% | +67.6% | -0.4% |
| 6M | -30.2% | -91.3% | +61.1% | -18.7% |
| YTD | +31.6% | -90.8% | +122.4% | +43.7% |
| 1Y | +47.6% | -97.7% | +145.3% | +76.5% |
| All | +47.6% | -97.6% | +145.1% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling