+14.9%
ON vs IRE
-97.2%
+112.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | -3.6% |
| 7D | -11.7% | -27.2% | +15.5% | -10.2% |
| 30D | -23.3% | -75.1% | +51.9% | -14.5% |
| 3M | -19.2% | -77.9% | +58.7% | -10.4% |
| 6M | -40.1% | -94.6% | +54.4% | -28.7% |
| YTD | +16.9% | -91.5% | +108.5% | +27.6% |
| 1Y | +29.7% | -97.8% | +127.6% | +51.2% |
| All | +14.9% | -97.2% | +112.2% | +29.8% |
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