+14.4%
ON vs IRE
-98.0%
+112.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -33.9% | +22.4% | -7.9% |
| 7D | -16.3% | -57.1% | +40.9% | -9.6% |
| 30D | -27.0% | -84.4% | +57.4% | -14.1% |
| 3M | -18.1% | -85.0% | +66.9% | -4.9% |
| 6M | -38.6% | -95.2% | +56.6% | -24.9% |
| YTD | +16.4% | -93.9% | +110.3% | +32.4% |
| 1Y | +25.8% | -98.8% | +124.7% | +55.6% |
| All | +14.4% | -98.0% | +112.4% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling