+47.6%
ON vs IRE
-97.6%
+145.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.4% | +10.8% | -2.1% |
| 7D | +12.2% | -31.8% | +44.1% | +16.4% |
| 30D | -3.1% | -71.8% | +68.6% | +7.1% |
| 3M | -12.9% | -88.9% | +76.0% | +3.8% |
| 6M | -38.6% | -95.4% | +56.8% | -24.7% |
| YTD | +31.2% | -94.2% | +125.5% | +49.6% |
| 1Y | +47.6% | -97.1% | +144.7% | +72.1% |
| All | +47.6% | -97.6% | +145.2% | +72.1% |
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