+75.8%
PR vs IRE
-98.3%
+174.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +39.6% | -37.7% | +1.9% |
| 7D | -16.4% | -27.2% | +10.8% | -16.5% |
| 30D | -1.9% | -75.1% | +73.2% | -2.7% |
| 3M | +8.0% | -77.9% | +85.8% | +7.1% |
| 6M | +4.1% | -94.6% | +98.7% | +3.4% |
| YTD | +58.7% | -91.5% | +150.2% | +56.6% |
| 1Y | +75.8% | -97.8% | +173.7% | +79.6% |
| All | +75.8% | -98.3% | +174.2% | +79.6% |
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 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