+52.0%
ON vs IRE
-97.4%
+149.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.1% | -6.4% | +4.5% |
| 7D | +3.3% | -15.1% | +18.5% | +3.9% |
| 30D | -3.1% | -71.4% | +68.2% | +6.7% |
| 3M | -9.2% | -81.2% | +71.9% | +2.4% |
| 6M | -31.4% | -93.7% | +62.4% | -18.3% |
| YTD | +36.0% | -92.2% | +128.2% | +50.1% |
| 1Y | +52.0% | -97.3% | +149.3% | +75.0% |
| All | +52.0% | -97.4% | +149.4% | +75.0% |
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