+10.3%
P vs IRE
-98.1%
+108.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.8% | +15.0% | +1.0% |
| 7D | -13.3% | -41.9% | +28.6% | -9.1% |
| 30D | -34.0% | -75.1% | +41.1% | -25.6% |
| 3M | +4.1% | -82.4% | +86.5% | +19.0% |
| 6M | +30.5% | -95.5% | +126.0% | +58.0% |
| YTD | +52.2% | -93.1% | +145.2% | +72.4% |
| 1Y | +10.3% | -97.8% | +108.1% | +18.3% |
| All | +10.3% | -98.1% | +108.4% | +18.3% |
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 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