-79.7%
OPEN vs IRE
-97.3%
+17.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | -21.7% | -15.5% | -6.1% | -22.4% |
| 30D | -36.5% | -70.4% | +33.9% | -29.6% |
| 3M | -59.5% | -81.6% | +22.1% | -53.3% |
| 6M | -71.9% | -94.7% | +22.8% | -64.6% |
| YTD | -75.8% | -91.8% | +15.9% | -75.7% |
| 1Y | -78.5% | -97.6% | +19.1% | -73.5% |
| All | -79.7% | -97.3% | +17.6% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling