+2.8%
P vs IRE
-98.0%
+100.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -33.9% | +17.5% | -12.5% |
| 7D | -31.9% | -57.1% | +25.2% | -25.8% |
| 30D | -36.5% | -84.4% | +47.9% | -24.8% |
| 3M | +11.6% | -85.0% | +96.5% | +30.3% |
| 6M | +25.2% | -95.2% | +120.4% | +52.6% |
| YTD | +39.4% | -93.9% | +133.4% | +59.7% |
| 1Y | -3.7% | -98.8% | +95.2% | +23.6% |
| All | +2.8% | -98.0% | +100.9% | +22.6% |
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