+9.5%
P vs IRE
-84.4%
+94.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | +0.1% |
| 7D | +6.5% | +54.8% | -48.2% | +2.2% |
| 30D | +18.8% | +18.4% | +0.4% | +15.6% |
| 3M | +26.7% | -66.7% | +93.5% | +31.5% |
| 6M | +62.2% | -52.3% | +114.5% | +57.8% |
| YTD | +48.5% | -52.3% | +100.8% | +41.6% |
| All | +9.5% | -84.4% | +94.0% | +8.8% |
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 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