+28.6%
P vs IRE
-97.6%
+126.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.4% | +12.5% | -0.3% |
| 7D | +11.6% | -31.8% | +43.5% | +15.9% |
| 30D | -23.7% | -71.8% | +48.1% | -15.0% |
| 3M | -8.0% | -88.9% | +80.9% | +9.4% |
| 6M | +27.9% | -95.4% | +123.3% | +55.1% |
| YTD | +61.2% | -94.2% | +155.4% | +87.6% |
| 1Y | +28.6% | -97.1% | +125.7% | +42.7% |
| All | +28.6% | -97.6% | +126.2% | +42.7% |
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 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